template<class ArrayT>
| ArrayT* Impala::Core::Matrix::MatPseudoInverse | ( | ArrayT * | a, | |
| double | tolerance | |||
| ) | [inline] |
Definition at line 15 of file MatPseudoInverse.h.
References MatMul(), MatNrCol(), MatNrRow(), MatSvd(), MatTranspose(), max, and Impala::Core::Array::SetVal().
00016 { 00017 int m = MatNrRow(a); 00018 int n = MatNrCol(a); 00019 if(n > m) 00020 return MatPseudoInverse(MatTranspose(a), tolerance); 00021 00022 Matrix* u=0; 00023 Matrix* s=0; 00024 Matrix* v=0; 00025 MatSvd(a, 0, u, s, v); 00026 if(m > 1) 00027 s = diag(S); 00028 else if (m == 1) 00029 s = S(1); 00030 else s = 0; 00031 00032 if(tolerance <= 0) 00033 tolerance = max(m,n) * max(s) * eps; 00034 00035 int i; 00036 int countAboveTolerance = 0; 00037 for(i=0 ; i< ; ++i) 00038 if(s[i] > tolerance) 00039 ++countAboveTolerance; 00040 Matrix* x = new Matrix(n, m); 00041 if (countAboveTolerance == 0) 00042 SetVal(x, 0); 00043 else 00044 { 00045 //s = diag(ones(r,1)./s(1:r)); 00046 matrix s2(countAboveTolerance,countAboveTolerance); 00047 SetVal(s, 0); 00048 for(i=0 ; i<countAboveTolerance ; ++i) 00049 s2.Value(i,i) = s[i]; 00050 //X = V(:,1:r)*s*U(:,1:r)'; 00051 v.Resize(m,countAboveTolerance); 00052 u.Resize(countAboveTolerance,n); 00053 x = MatMul(v,MatMul(s,u)); 00054 } 00055 00056 return x; 00057 }
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