[SciPy-user] Reference to algorithm for matrix rank

Matthew Brett matthew.brett@gmail....
Thu Oct 9 13:13:03 CDT 2008


Hi,

I wanted to write a generic matrix rank algorithm.  The general form
seems to be standard:

def matrix_rank(M, tol):
   S = svd(M, compute_uv=False)
   return np.sum(S > tol)

but what I can't find is some citable reference for a general way to
choose 'tol'.  Does anyone know of the right source for this?

Thanks a lot,

Matthew


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