Source code for quantecon.rank_nullspace

import numpy as np
from numpy.linalg import svd

[docs]def rank_est(A, atol=1e-13, rtol=0):
"""
Estimate the rank (i.e. the dimension of the nullspace) of a matrix.

The algorithm used by this function is based on the singular value
decomposition of A.

Parameters
----------
A : array_like(float, ndim=1 or 2)
A should be at most 2-D.  A 1-D array with length n will be
treated as a 2-D with shape (1, n)
atol : scalar(float), optional(default=1e-13)
The absolute tolerance for a zero singular value.  Singular
values smaller than atol are considered to be zero.
rtol : scalar(float), optional(default=0)
The relative tolerance.  Singular values less than rtol*smax are
considered to be zero, where smax is the largest singular value.

Returns
-------
r : scalar(int)
The estimated rank of the matrix.

Note: If both atol and rtol are positive, the combined tolerance
is the maximum of the two; that is:

tol = max(atol, rtol * smax)

Note: Singular values smaller than tol are considered to be zero.

--------
numpy.linalg.matrix_rank
matrix_rank is basically the same as this function, but it does
not provide the option of the absolute tolerance.

"""

A = np.atleast_2d(A)
s = svd(A, compute_uv=False)
tol = max(atol, rtol * s[0])
rank = int((s >= tol).sum())

return rank

[docs]def nullspace(A, atol=1e-13, rtol=0):
"""
Compute an approximate basis for the nullspace of A.

The algorithm used by this function is based on the singular value
decomposition of A.

Parameters
----------
A : array_like(float, ndim=1 or 2)
A should be at most 2-D.  A 1-D array with length k will be
treated as a 2-D with shape (1, k)
atol : scalar(float), optional(default=1e-13)
The absolute tolerance for a zero singular value.  Singular
values smaller than atol are considered to be zero.
rtol : scalar(float), optional(default=0)
The relative tolerance.  Singular values less than rtol*smax are
considered to be zero, where smax is the largest singular value.

Returns
-------
ns : array_like(float, ndim=2)
If A is an array with shape (m, k), then ns will be an array
with shape (k, n), where n is the estimated dimension of the
nullspace of A.  The columns of ns are a basis for the
nullspace; each element in numpy.dot(A, ns) will be
approximately zero.

Note: If both atol and rtol are positive, the combined tolerance
is the maximum of the two; that is:

tol = max(atol, rtol * smax)

Note: Singular values smaller than tol are considered to be zero.

"""

A = np.atleast_2d(A)
u, s, vh = svd(A)
tol = max(atol, rtol * s[0])
nnz = (s >= tol).sum()
ns = vh[nnz:].conj().T

return ns