pinverse

Function pinverse 

Source
pub fn pinverse<T>(
    input: &Array<T>,
    tolerance: f64,
    option: MatProp,
) -> Array<T>
Expand description

Psuedo Inverse of Matrix

§Parameters

  • input is input matrix
  • tolerance defines the lower threshold for singular values from SVD
  • option must be MatProp::NONE (more options might be supported in the future)

Notes:

  • Tolerance is not the actual lower threshold, but it is passed in as a parameter to the calculation of the actual threshold relative to the shape and contents of input.
  • First, try setting tolerance to 1e-6 for single precision and 1e-12 for double.

§Return

Pseudo Inverse matrix for the input matrix