title: Compute rank of Matrix
body: <p>I need to calculate rank of 4096x4096 sparse matrix, and I use C/C++ code.
  I found some libraries (like Armadillo) that do it but they're too slow (almost 5 minutes). </p>
  
  <p>I've also tried two Open Source version of Matlab (Freemat and Octave) but both crashed when I tried to make a test with a script.</p>
  
  <p>5 minutes isn't so much but I must get rank from something like a million of matrix so the faster the better.</p>
  
  <p>Someone knows a fast library for rank computation?</p>