This behavior is noted in the qr documentation, no? rank - the rank of x as computed by the decomposition(*): always full rank in the LAPACK case.
> On Jan 22, 2018, at 11:21 AM, Serguei Sokol <so...@insa-toulouse.fr> wrote: > > 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 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
