matrix-rk: The rank of a matrix

In fBasics: Rmetrics - Markets and Basic Statistics

The rank of a matrix

Description

Computes the rank of a matrix.

Usage

rk(x, method = c("qr", "chol"))

Arguments

x	a numeric matrix.
method	a character string. For method = "qr" the rank is computed as qr(x)\$rank, or alternatively for method = "chol" the rank is computed as attr(chol(x, pivot = TRUE), "rank").

Details

The function rk computes the rank of a matrix which is the dimension of the range of the matrix corresponding to the number of linearly independent rows or columns of the matrix, or to the number of nonzero singular values.

The rank of a matrix is also named linear map.

References

Golub, van Loan, (1996); Matrix Computations, 3rd edition. Johns Hopkins University Press.

Examples

## Create Pascal Matrix:
P = pascal(5)
P
   
## Compute the Rank:
rk(P)
rk(P, "chol")                                

fBasics documentation built on Sept. 11, 2024, 6:34 p.m.