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Matrix Rank Calculation and GSL
- From: "Lopaka(Rob) Lee" <rlee at fpcc dot net>
- To: gsl-discuss at sources dot redhat dot com
- Date: Fri, 24 Jan 2003 09:22:56 -0700 (MST)
- Subject: Matrix Rank Calculation and GSL
I'm a student learning numerical methods with the GSL.
I'd like to be able to calculate matrix rank - however, no GSL routines
directly support this. I realize that the non-zero singular values from
SVD will give me matrix rank, but the GSL SVD does not support cases where M<N!
The most useful algorithm for obtaining matrix rank I've used is
the QR-decomposition sub 'dqrdc2' (from LINPACK I believe).
Any suggestions?
-L