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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-465) Incorrect matrix rank via SVD
Date Sat, 15 Jan 2011 17:23:45 GMT

     [ https://issues.apache.org/jira/browse/MATH-465?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Phil Steitz updated MATH-465:
-----------------------------

    Fix Version/s: 3.0

For now, pushing to 3.0.  If we get a fix for this and MATH-327 before 3.0 is ready, I may
propose a 2.2.1 to include it.

> Incorrect matrix rank via SVD
> -----------------------------
>
>                 Key: MATH-465
>                 URL: https://issues.apache.org/jira/browse/MATH-465
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.1
>         Environment: Windows XP Prof. Vs. 2002
>            Reporter: Marisa Thoma
>             Fix For: 3.0
>
>
> The getRank() function of SingularValueDecompositionImpl does not work properly. This
problem is probably related to the numerical stability problems mentioned in [MATH-327|https://issues.apache.org/jira/browse/MATH-327]
and [MATH-320|https://issues.apache.org/jira/browse/MATH-320].
> Example call with the standard matrix from R (rank 2):
> {code:title=TestSVDRank.java}
> import org.apache.commons.math.linear.Array2DRowRealMatrix;
> import org.apache.commons.math.linear.RealMatrix;
> import org.apache.commons.math.linear.SingularValueDecomposition;
> import org.apache.commons.math.linear.SingularValueDecompositionImpl;
> public class TestSVDRank {
> 	public static void main(String[] args) {
> 		double[][] d = { { 1, 1, 1 }, { 0, 0, 0 }, { 1, 2, 3 } };
> 		RealMatrix m = new Array2DRowRealMatrix(d);
> 		SingularValueDecomposition svd = new SingularValueDecompositionImpl(m);
> 		int r = svd.getRank();
> 		System.out.println("Rank: "+r);
> 	}
> }
> {code} 
> The rank is computed as 3. This problem also occurs for larger matrices. I discovered
the problem when trying to replace the corresponding JAMA method.

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