The numerical estimate of matrix rank

The most com­monly used func­tion to cal­cu­late the matrix rank is prob­a­bly the one in the MATLAB soft­ware pack­age [1]. It is based on the cal­cu­la­tion of sin­gu­lar val­ues of the matrix A, and the num­ber of sin­gu­lar val­ues that are greater than some tol­er­ance defines the rank. The algo­rithm is sim­ple: r = svd(A); …

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