Computation
The easiest way to compute the rank of a matrix A is given by the Gauss elimination method. The row-echelon form of A produced by the Gauss algorithm has the same rank as A, and its rank can be read off as the number of non-zero rows.
Consider for example the 4 × 4 matrix
We see that the second column is twice the first column, and that the fourth column equals the sum of the first and the third. The first and the third columns are linearly independent, so the rank of A is two. This can be confirmed with the Gauss algorithm. It produces the following row echelon form of A:
which has two non-zero rows.
When applied to floating point computations on computers, basic Gaussian elimination (LU decomposition) can be unreliable, and a rank revealing decomposition should be used instead. An effective alternative is the singular value decomposition (SVD), but there are other less expensive choices, such as QR decomposition with pivoting (so-called rank-revealing QR factorization), which are still more numerically robust than Gaussian elimination. Numerical determination of rank requires a criterion for deciding when a value, such as a singular value from the SVD, should be treated as zero, a practical choice which depends on both the matrix and the application.
Read more about this topic: Rank (linear Algebra)
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