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1 ## Copyright (C) 1996, 1997 John W. Eaton |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 2, or (at your option) |
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8 ## any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, write to the Free |
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17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA |
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18 ## 02111-1307, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} rank (@var{a}, @var{tol}) |
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22 ## Compute the rank of @var{a}, using the singular value decomposition. |
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23 ## The rank is taken to be the number of singular values of @var{a} that |
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24 ## are greater than the specified tolerance @var{tol}. If the second |
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25 ## argument is omitted, it is taken to be |
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26 ## |
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27 ## @example |
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28 ## tol = max (size (@var{a})) * sigma (1) * eps; |
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29 ## @end example |
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30 ## |
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31 ## @noindent |
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32 ## where @code{eps} is machine precision and @code{sigma} is the largest |
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33 ## singular value of @var{a}. |
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34 ## @end deftypefn |
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35 |
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36 ## Author: jwe |
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37 |
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38 function retval = rank (A, tol) |
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39 |
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40 if (nargin == 1) |
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41 sigma = svd (A); |
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42 tolerance = max (size (A)) * sigma (1) * eps; |
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43 elseif (nargin == 2) |
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44 sigma = svd (A); |
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45 tolerance = tol; |
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46 else |
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47 usage ("rank (A)"); |
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48 endif |
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49 retval = sum (sigma > tolerance); |
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50 |
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51 endfunction |