public class PseudoInverse extends DenseMatrix
The properties areA = U * D * V' A+ = V * D+ * U'
SVD
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Wikipedia: Moore-Penrose pseudo-inverseConstructor and Description |
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PseudoInverse(Matrix A)
Construct the Moore-Penrose pseudo-inverse matrix of A.
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PseudoInverse(Matrix A,
double epsilon)
Construct the Moore-Penrose pseudo-inverse matrix of a matrix.
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public PseudoInverse(Matrix A, double epsilon)
A
- an m x n matrixepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0.
This threshold truncates negligible singular values less than the smaller of ε and (t = machine ε * max(m,n) * max(D)).public PseudoInverse(Matrix A)
A
- an m x n matrixCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.