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faster implementation of rank(::QRPivoted) fixes #1128 #1129

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Merged
merged 7 commits into from
Dec 2, 2024
Merged

faster implementation of rank(::QRPivoted) fixes #1128 #1129

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9cf5df3
added rank method for SVD object alongwith unit tests for the method.…
ajinkya-k Nov 29, 2024
7764601
faster implementation of rank(::QRPivoted)
ajinkya-k Nov 29, 2024
d7942fb
added stevengj's suggestion to qr. reversed changes in svd
ajinkya-k Nov 29, 2024
d270bda
minor edit to qr(::QRPivoted)
ajinkya-k Nov 30, 2024
c4aa5f3
simplified rank(::QRPivoted) implementation
ajinkya-k Dec 1, 2024
d1c35e6
simplified the rtol default eps call in rank(::QRPivoted)
ajinkya-k Dec 1, 2024
3ee69e6
using eltype(A) instead of eltype(A.Q) in the default val for rtol in…
ajinkya-k Dec 1, 2024
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5 changes: 3 additions & 2 deletions src/qr.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -538,8 +538,9 @@ end
function rank(A::QRPivoted; atol::Real=0, rtol::Real=min(size(A)...) * eps(real(float(one(eltype(A.Q))))) * iszero(atol))
m = min(size(A)...)
m == 0 && return 0
tol = max(atol, rtol*abs(A.R[1,1]))
return something(findfirst(i -> abs(A.R[i,i]) <= tol, 1:m), m+1) - 1
factors = getfield(A, :factors)
tol = max(atol, rtol*abs(factors[1,1]))
return something(findfirst(i -> abs(factors[i,i]) <= tol, 1:m), m+1) - 1
end

# Julia implementation similar to xgelsy
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