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MatPseudoInverse.h

Go to the documentation of this file.

#ifndef Impala_Core_Matrix_MatPseudoInverse_h
#define Impala_Core_Matrix_MatPseudoInverse_h

#include "Core/Matrix/MatFunc.h"

namespace Impala
{
namespace Core
{
namespace Matrix
{

template<class ArrayT>
inline ArrayT*
MatPseudoInverse(ArrayT* a, double tolerance)
{
    int m = MatNrRow(a);
    int n = MatNrCol(a);
    if(n > m)
        return MatPseudoInverse(MatTranspose(a), tolerance);

    Matrix* u=0;
    Matrix* s=0;
    Matrix* v=0;
    MatSvd(a, 0, u, s, v);
    if(m > 1)
        s = diag(S);
    else if (m == 1)
        s = S(1);
    else s = 0;

    if(tolerance <= 0)
        tolerance = max(m,n) * max(s) * eps;

    int i;
    int countAboveTolerance = 0;
    for(i=0 ; i< ; ++i)
        if(s[i] > tolerance)
            ++countAboveTolerance;
    Matrix* x = new Matrix(n, m);
    if (countAboveTolerance == 0)
        SetVal(x, 0);
    else
    {
        //s = diag(ones(r,1)./s(1:r));
        matrix s2(countAboveTolerance,countAboveTolerance);
        SetVal(s, 0);
        for(i=0 ; i<countAboveTolerance ; ++i)
            s2.Value(i,i) = s[i];
        //X = V(:,1:r)*s*U(:,1:r)';
        v.Resize(m,countAboveTolerance);
        u.Resize(countAboveTolerance,n);
        x = MatMul(v,MatMul(s,u));
    }

    return x;
}

} // namespace Matrix
} // namespace Core
} // namespace Impala

#endif

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