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NumericalAlgebraicGeometry :: numericalRank

numericalRank -- numerical rank of a matrix

Synopsis

Description

This function finds an approximate rank of the matrix M.

Let σ1,...,σn be the singular values of M. To establish numerical rank we look for the first large gap between two consecutive singular values. The gap between σi and σi+1 is large if σii+1 > Threshold.

i1 : numericalRank matrix {{2,1},{0,0.001}}

o1 = 1

Caveat

We assume σ0=1 above.

See also

Ways to use numericalRank :