Incorrect matrix rank via SVD
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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
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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