scipy.linalg.interpolative.

estimate_rank

scipy.linalg.interpolative.estimate_rank(A, eps, rng=None)

Estimate matrix rank to a specified relative precision using randomized methods.

The matrix A can be given as either a numpy.ndarray or a scipy.sparse.linalg.LinearOperator, with different algorithms used for each case. If A is of type numpy.ndarray, then the output rank is typically about 8 higher than the actual numerical rank.

Parameters:

Anumpy.ndarray or scipy.sparse.linalg.LinearOperator

Matrix whose rank is to be estimated, given as either a numpy.ndarray or a scipy.sparse.linalg.LinearOperator with the rmatvec method (to apply the matrix adjoint).

epsfloat

Relative error for numerical rank definition.

rngnumpy.random.Generator, optional

Pseudorandom number generator state. When rng is None, a new numpy.random.Generator is created using entropy from the operating system. Types other than numpy.random.Generator are passed to numpy.random.default_rng to instantiate a Generator. If rand is False, the argument is ignored.

Returns:

int

Estimated matrix rank.