R/rankMatrix.R

#### Determine *the* rank of a matrix
#### --------------------------------
##
## As this is not such a well-defined problem as people think,
## we provide *some* possibilities here, including the Matlab one.
##
## Ideas by Martin Maechler (April 2007) and Ravi Varadhan (October 2007)

rankMatrix <- function(x, tol = NULL,
                       method = c("tolNorm2", "qr.R", "qrLINPACK", "qr",
                                  "useGrad", "maybeGrad"),
                       sval = svd(x, 0,0)$d, warn.t = TRUE)
{
    ## Purpose: rank of a matrix ``as Matlab'' or "according to Ravi V"
    ## ----------------------------------------------------------------------
    ## Arguments: x: a numerical matrix, maybe non-square
    ##          tol: numerical tolerance (compared to singular values)
    ##         sval: vector of non-increasing singular values of  x
    ##               (pass as argument if already known)
    ## ----------------------------------------------------------------------
    ## Author: Martin Maechler, Date: 7 Apr 2007, 16:16
    ## ----------------------------------------------------------------------
    ##
    ## maybeGrad (Ravi V.): This algorithm determines the rank based on the
    ##	"gradient" of the
    ## absolute, singular values, rather than enforcing a rigid
    ## tolerance criterion,
    ##
    ## Author: Ravi Varadhan, Date: 22 October 2007 // Tweaks: MM, Oct.23

    ## ----------------------------------------------------------------------

    stopifnot(length(d <- dim(x)) == 2)
    p <- min(d)
    ## miss.meth <- missing(method)
    method <- match.arg(method)

    if(useGrad <- (method %in% c("useGrad", "maybeGrad"))) {
	stopifnot(length(sval) == p,
		  diff(sval) <= 0) # must be sorted non-increasingly: max = s..[1]
	ln.av <- log(abs(sval))
	diff1 <- diff(ln.av)
	if(method == "maybeGrad") {
	    grad <- (min(ln.av) - max(ln.av)) / p
	    useGrad <- (min(diff1) <= min(-3, 10 * grad))
	}#  -------
    }
    if(!useGrad) {
	x.dense <- is.numeric(x) || is(x,"denseMatrix")
        ## "qr" is allowed for backcompatibility [change @ 2013-11-24]
        if((Meth <- method) == "qr")
            method <- if(x.dense) "qrLINPACK" else "qr.R"
        else Meth <- substr(method, 1,2)

	if(Meth == "qr") {
	    if(is.null(tol)) tol <- max(d) * .Machine$double.eps
	} else { ## (Meth != "qr"), i.e. "tolNorm2"
	    if(is.null(tol)) {
		if(!x.dense && missing(sval) && prod(d) >= 100000L)
		    warning(gettextf(
 "rankMatrix(<large sparse Matrix>, method = '%s') coerces to dense matrix.
 Probably should rather use method = 'qr' !?",
				     method),
			    immediate.=TRUE, domain=NA)
                ## the "Matlab" default:
                stopifnot(diff(sval) <= 0) #=> sval[1]= max(sval)
                tol <- max(d) * .Machine$double.eps
	    } else stopifnot((tol <- as.numeric(tol)[[1]]) >= 0)
	}
    }

    structure(## rank :
	      if(useGrad) which.min(diff1)
	      else if(Meth == "qr") {
		  if((do.t <- (d[1L] < d[2L])) && warn.t)
		      warning(gettextf(
			"rankMatrix(x, method='qr'): computing t(x) as nrow(x) < ncol(x)"))
		  q.r <- qr(if(do.t) t(x) else x, tol=tol, LAPACK = method != "qrLINPACK")
		  if(x.dense && (method == "qrLINPACK"))
                      q.r$rank
                  else { ## else  "qr.R" or sparse {or a problem)
		      diagR <-
			  if(x.dense) # faster than, but equivalent to	diag(qr.R(q.r))
			      diag(q.r$qr)
			  else
			      ## FIXME: Here, we could be quite a bit faster,
			      ## by not returning the full sparseQR, but just
			      ## doing the following in C, and return the rank.
			      diag(q.r@R)

                      d.i <- abs(diagR) ## is abs(.) unneeded? [FIXME]
                      ## declare those entries to be zero that are < tol*max(.)
                      sum(d.i >= tol * max(d.i))
                      ## was sum(diag(q.r@R) != 0)
                  }
		  ## else stop(gettextf(
		  ##       "method %s not applicable for qr() result class %s",
		  ##       	     sQuote(method), dQuote(class(q.r)[1])),
		  ##           domain=NA)
	      }
	      else sum(sval >= tol * sval[1]), ## "tolNorm2"
	      "method" = method,
	      "useGrad" = useGrad,
	      "tol" = if(useGrad) NA else tol)
}

## Ravi's plot of the absolute singular values:
if(FALSE) {
## if (plot.eigen) {
    plot(abs(sval), type = "b", xlab = "Index", xaxt = "n",
         log = "y", ylab = "|singular value|   [log scaled]")
    axis(1, at = unique(c(axTicks(1), rank, p)))
    abline(v = rank, lty = 3)
    mtext(sprintf("rank = %d (used %s (%g))", rank,
                  if(use.grad)"'gradient'" else "fixed tol.",
                  if(use.grad) min(diff1)  else tol))
}
bedatadriven/renjin-matrix documentation built on May 12, 2019, 10:05 a.m.