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svd_with_rank #2

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Jorge-C opened this issue Jan 6, 2014 · 0 comments
Open

svd_with_rank #2

Jorge-C opened this issue Jan 6, 2014 · 0 comments

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@Jorge-C
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Jorge-C commented Jan 6, 2014

In several cases, we follow the pattern usv = svd(a); r = rank(usv): write util function that does both things.
We don't want to use numpy.linalg.matrix_rank because it recomputes the svd (expensive). It'd probably be helpful to add an optional argument like return_rank to numpy's svd.

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