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Subject: Re: factorize singular symmetric matrix
Date: Tue, 29 Sep 2009 17:40:20 +0000 (UTC)
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shame on me, I don't know how to get a good estimate of the rank :(

moreover, the Gram Schmidt implementation above is wrong since it adds a vector to the basis even if it is zero-norm.

Stefano

"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <h9tbqo$q6v$1@fred.mathworks.com>...
> Sorry bad example previously, please use this one:
> 
> A = [1     2    0     0;
>        2     4    0     0;
>        0     0    1    2;
>        0     0    2    4]
> 
> [L,p]=chol(A) 
> 
> rank(A) % <- 2
> 
> Bruno