Description Usage Arguments Details Value Author(s) See Also Examples
This function estimate the rank of a matrix.
1 | mat.rank(mat, tol)
|
mat |
a numeric matrix or data frame that can contain missing values. |
tol |
positive real, the tolerance for singular values, only those with
values larger than |
mat.rank
estimate the rank of a matrix by computing its singular
values d[i] (using nipals
). The rank of the matrix can be
defined as the number of singular values d[i] > 0.
If tol
is missing, it is given by
tol=max(dim(mat))*max(d)*.Machine$double.eps
.
The returned value is a list with components:
rank |
a integer value, the matrix rank. |
tol |
the tolerance used for singular values. |
Sébastien Déjean and Ignacio González.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ## Hilbert matrix
hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
mat <- hilbert(16)
mat.rank(mat)
## Not run:
## Hilbert matrix with missing data
idx.na <- matrix(sample(c(0, 1, 1, 1, 1), 36, replace = TRUE), ncol = 6)
m.na <- m <- hilbert(9)[, 1:6]
m.na[idx.na == 0] <- NA
mat.rank(m)
mat.rank(m.na)
## End(Not run)
|
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