CholeskyDecomposition<T>.Rank Method

public override int Rank(
	T tolerance
)

Public Overrides Function Rank ( 
	tolerance As T
) As Integer

public:
virtual int Rank(
	T tolerance
) override

abstract Rank : 
        tolerance : 'T -> int 
override Rank : 
        tolerance : 'T -> int 

Parameters

tolerance  T

The absolute tolerance used to determine if a matrix component is considered zero.

Return Value

If tolerance is negative, the default tolerance is used. The default tolerance is equal to the product of the machine precision, the largest dimension of the matrix, and the one-norm of the matrix. The rank is determined by counting the number of diagonal elements of the triangular component of the decomposition whose absolute value is greater than the tolerance.

Reference