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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