In this notebook I describe evaluating the rank of a model matrix X by forming a pivoted Cholesky factorization of X'X. I use this form because the X'X matrix will be evaluated whether or not the rank is needed. I would appreciate if those who know the numerical linear algebra involved could tell …

Tolerance specification for pivoted Cholesky

stevengj Split this topic December 2, 2024, 7:00pm 9

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