Im looking to create a matrix of rank k
.
The dimension of the matrix is m x n
. The input k
satisfies that condition that k < min(m,n)
.
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3 Answers
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It's not really so clear what you are aiming for.
But in order to create a matrix B
with specific rank k
, from a matrix A
(with rank
at least k
), you may like to utilize svd
and proceed like:
>>> A= rand(7, 5);
>>> rank(A)
ans = 5
>>> [U, S, V]= svd(A);
>>> k= 3;
>>> B= U(:, 1: k)* S(1: k, 1: k)* V(:, 1: k)';
>>> rank(B)
ans = 3

eat
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Well, a trivial method is to produce a matrix that looks like:
1 0 0 0 0
0 1 0 0 0
0 0 1 1 1
0 0 0 0 0
i.e. k columns of the identity matrix, then repeat the last column n-k times (or m-k times, depending on orientation).

Oliver Charlesworth
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A matrix of rank 1 can be created by the outer product of two vectors, for example:
A = randn(10,1) * randn(1,10);
Add together k of these and you will have a matrix of rank k. Like this:
>> A = zeros(10);
>> for i = 1:4, A = A + randn(10,1) * randn(1,10); end
>> rank(A)
ans = 4

Steve Sangwine
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2to be precise, your method produces a matrix of rank <= k. It might be the case where two random vectors would be linearly dependent (not very likely, but possible, especially if k is close to m or n) – Shai Dec 16 '12 at 16:22
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2while you're at it, it can be done without the loop `A = rand(m, k)*rand(k,n); rank(A)` – Shai Dec 16 '12 at 17:05