estimate_rank#
- scipy.linalg.interpolative.estimate_rank(A, eps, rng=None)[source]#
Estimate matrix rank to a specified relative precision using randomized methods.
The matrix A can be given as either a
numpy.ndarrayor ascipy.sparse.linalg.LinearOperator, with different algorithms used for each case. If A is of typenumpy.ndarray, then the output rank is typically about 8 higher than the actual numerical rank.- Parameters:
- A
numpy.ndarrayorscipy.sparse.linalg.LinearOperator Matrix whose rank is to be estimated, given as either a
numpy.ndarrayor ascipy.sparse.linalg.LinearOperatorwith the rmatvec method (to apply the matrix adjoint).- epsfloat
Relative error for numerical rank definition.
- rng
numpy.random.Generator, optional Pseudorandom number generator state. When rng is None, a new
numpy.random.Generatoris created using entropy from the operating system. Types other thannumpy.random.Generatorare passed tonumpy.random.default_rngto instantiate aGenerator. IfrandisFalse, the argument is ignored.
- A
- Returns:
- int
Estimated matrix rank.