Hi, I have noticed different rank values calculated by qr() depending on LAPACK parameter. When it is FALSE (default) a true rank is estimated and returned. Unfortunately, when LAPACK is set to TRUE, the min(nrow(A), ncol(A)) is returned which is only occasionally a true rank.
Would not it be more consistent to replace the rank in the latter case by something based on the following pseudo code ? d=abs(diag(qr)) rank=sum(d >= d[1]*tol) Here, we rely on the fact column pivoting is activated in the called lapack routine (dgeqp3) and diagonal term in qr matrix are put in decreasing order (according to their absolute values). Serguei. How to reproduce: a=diag(2) a[2,2]=0 qaf=qr(a, LAPACK=FALSE) qaf$rank # shows 1. OK it's the true rank value qat=qr(a, LAPACK=TRUE) qat$rank #shows 2. Bad, it's not the expected value. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
