[SciPy-user] finding approximate rank of matrix

Dan Christensen jdc at uwo.ca
Wed Aug 3 23:51:09 CDT 2005


Suppose you have 300 vectors each with 64 components, and you want to
find the smallest subspace of R^64 that they all lie in.  That would
just be the rank of the 300x64 matrix that they form.  But
unfortunately the vectors are generated numerically to low precision
(maybe 1e-5 relative error?).  So taken literally, they will span
R^64.  I'd like to find the smallest subspace of R^64 that they all
approximately lie in, with a specified tolerance.

Is there an easy way to do this?

Thanks,

Dan



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