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Posted to issues@commons.apache.org by "Luc Maisonobe (JIRA)" <ji...@apache.org> on 2011/07/20 14:21:57 UTC
[jira] [Resolved] (MATH-465) Incorrect matrix rank via SVD
[ https://issues.apache.org/jira/browse/MATH-465?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe resolved MATH-465.
--------------------------------
Resolution: Fixed
Fixed in subversion repository as of r1148714.
This issue was fixed by changing SVD implementation according to issue MATH-611.
> 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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