I have been reading this useful guide to matrix ranking: https://www.cliffsnotes.com/study-guides/algebra/linear-algebra/real-euclidean-vector-spaces/the-rank-of-a-matrix
In it, it states "Any collection of more than three 3‐vectors is automatically dependent."
Is this true? I am asking because a lecture on Latent Semantic Indexing stated that the matrix used in the example is of rank 4: https://www.youtube.com/watch?v=CwBn0voJDaw
It also seems a little counter-intuitive, because if I am interpreting this correctly, this would imply in a dataset of hundreds of features, no more than 3 of them are entirely independent of the other features.
If anyone could confirm or deny this for me, and expand on the explanation, that would be excellent.
Sure, you can have a matrix of rank $4$, or $5$ or $6$ or any higher integer. It's just you need longer vectors, spaces of higher dimension than $3$ (indeed the Cliff's notes explicitly state $3$-vectors). You cannot visualise these longer vectors, but they do exist.
In $n$-dimensional space (vectors of length $n$), $n+1$ vectors must be linearly dependent.