@rank |

Rank of the matrix.

Syntax: @rank(m[, n])

m: matrix, sym, vector, series

n: (optional) number

Return: integer

The rank of m is calculated by counting the number of singular values of the matrix which are smaller in absolute value than the tolerance, n.

If n is not provided, EViews uses the value given by the largest dimension of the matrix multiplied by the norm of the matrix multiplied by machine epsilon (the smallest representable number).

Examples

= @rank(m1)

returns the rank of the matrix M1. If M1 is a matrix of zeros, its rank is 0. If M1 is a matrix of a non-zero constant, its rank is 1.

Cross-references