Class PseudoInverse

    • Constructor Detail

      • PseudoInverse

        public PseudoInverse​(Matrix A,
                             double epsilon)
        Construct the Moore-Penrose pseudo-inverse matrix of a matrix.
        Parameters:
        A - an m x n matrix
        epsilon - 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)).
        See Also:
        Wikipedia: The general case and the SVD method
      • PseudoInverse

        public PseudoInverse​(Matrix A)
        Construct the Moore-Penrose pseudo-inverse matrix of A.
        Parameters:
        A - an m x n matrix