Exploration and Analysis of a Method for Estimating the Rank of a Matrix

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Date

2007-04-16

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Abstract

The singular value decomposition (SVD) provides important information about a matrix and its rank, including its singular values and singular vectors. Because of noise in a matrix and the limitations of binary representation, the calculated SVD of a matrix is necessarily an estimate of the true SVD of that matrix. Our method approximates the true singular values of a matrix by gathering samples of the calculated singular values of the matrix. With these approximations, we can use hypothesis testing to make quantitative statements about the magnitude of each singular value and the rank of the matrix.

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Keywords

Matrix Rank, Rank Estimation, Hypothesis Testing

Citation

Degree

MS

Discipline

Computer Science

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