Matrix Rank Calculation and GSL
Lopaka(Rob) Lee
rlee@fpcc.net
Fri Jan 24 16:19:00 GMT 2003
I'm a student learning numerical methods with the GSL.
I'd like to be able to calculate matrix rank - however, no GSL routines
directly support this. I realize that the non-zero singular values from
SVD will give me matrix rank, but the GSL SVD does not support cases where M<N!
The most useful algorithm for obtaining matrix rank I've used is
the QR-decomposition sub 'dqrdc2' (from LINPACK I believe).
Any suggestions?
-L
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