annotate scripts/linear-algebra/rank.m @ 11523:fd0a3ac60b0e

update copyright notices
author John W. Eaton <jwe@octave.org>
date Fri, 14 Jan 2011 05:47:45 -0500
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John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1993-2011 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 3 of the License, or (at
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8 ## your option) 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, see
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17 ## <http://www.gnu.org/licenses/>.
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} rank (@var{A}, @var{tol})
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21 ## Compute the rank of @var{A}, using the singular value decomposition.
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22 ## The rank is taken to be the number of singular values of @var{A} that
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23 ## are greater than the specified tolerance @var{tol}. If the second
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24 ## argument is omitted, it is taken to be
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25 ##
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26 ## @example
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27 ## tol = max (size (@var{A})) * sigma(1) * eps;
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28 ## @end example
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29 ##
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30 ## @noindent
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31 ## where @code{eps} is machine precision and @code{sigma(1)} is the largest
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32 ## singular value of @var{A}.
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33 ## @end deftypefn
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35 ## Author: jwe
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36
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37 function retval = rank (A, tol)
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39 if (nargin == 1)
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40 sigma = svd (A);
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41 if (isempty (sigma))
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42 tolerance = 0;
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43 else
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44 if (isa (A, "single"))
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45 tolerance = max (size (A)) * sigma (1) * eps ("single");
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46 else
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47 tolerance = max (size (A)) * sigma (1) * eps;
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48 endif
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49 endif
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50 elseif (nargin == 2)
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51 sigma = svd (A);
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52 tolerance = tol;
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53 else
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54 print_usage ();
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55 endif
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56
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57 retval = sum (sigma > tolerance);
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58
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59 endfunction