Rrank {mgcv} | R Documentation |
Finds rank of upper triangular matrix R, by estimating condition
number of upper rank
by rank
block, and reducing rank
until this is acceptably low. Assumes R has been computed by a method that uses
pivoting, usually pivoted QR or Choleski.
Rrank(R,tol=.Machine$double.eps^.9)
R |
An upper triangular matrix, obtained by pivoted QR or pivoted Choleski. |
tol |
the tolerance to use for judging rank. |
The method is based on Cline et al. (1979) as described in Golub and van Loan (1996).
Simon N. Wood simon.wood@r-project.org
Cline, A.K., C.B. Moler, G.W. Stewart and J.H. Wilkinson (1979) An estimate for the condition number of a matrix. SIAM J. Num. Anal. 16, 368-375
Golub, G.H, and C.F. van Loan (1996) Matrix Computations 3rd ed. Johns Hopkins University Press, Baltimore.
set.seed(0) n <- 10;p <- 5 X <- matrix(runif(n*(p-1)),n,p) qrx <- qr(X,LAPACK=TRUE) Rrank(qr.R(qrx))