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tol in rank function


From: José Luis García Pallero
Subject: tol in rank function
Date: Fri, 21 Oct 2016 19:13:35 +0200

Hello:

I can see in the help of rank() function that the tolerance to
consider a singular value is

tol = max (size (A)) * sigma(1) * eps;

Can anyone pleage give me a bibliographic source for this expression?

Thanks

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