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Extreme Optimization Mathematics Library for .NET

Matrix.Rank Method (Double)

Returns the numerical rank of a matrix using the specified tolerance.

[Visual Basic]
Overrides Overloads Public Function Rank( _
   ByVal tolerance As Double _
) As Integer
[C#]
public override int Rank(
   double tolerance
);

Return Value

An integer indicating the numerical rank of the matrix.

Remarks

If tolerance is negative, the default tolerance is used. The default tolerance is equal to the product of the machine precision, the largest dimension of the matrix, and the one-norm of the matrix. The rank is determined by counting the number of diagonal elements of the upper-triangular component of the QR decomposition whose absolute value is greater than the tolerance.

See Also

Matrix Class | Extreme.Mathematics.LinearAlgebra Namespace | Matrix.Rank Overload List