[R] function for rank of a matrix ?

[Prof Brian Ripley]

On Sun, 13 Jan 2002, Raphael Gottardo wrote:

> I have a quick question. I wanted to know if there exist a function in R
> to compute the rank of a matrix. I could not find anything about it.

It's not a well-defined question, due to rounding error.  You can
get one answer from qr(), which depends on the the tolerance.
A better (but more expensive) answer is to use svd() and look at the
singular values.

Very few matrices in R are actually less than full rank (those containing
just integers being the main exceptions), so the real question is `what is
the lowest rank of a matrix that this one is close to' and the answer
depends on the tolerance for `close' and how the distance is measured.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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