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extern crate ndarray;
extern crate ndarray_linalg;
use ndarray::*;
use crate::params::*;
use ndarray_linalg::*;
pub fn pseudoinverse_h(in_mat : &Array2<f32>) -> Array2<f32> {
pseudoinverse(in_mat)
}
pub fn pseudoinverse(in_mat : &Array2<f32>) -> Array2<f32> {
let maybe_svd = in_mat.svd(true, true);
if let Result::Err(_) = &maybe_svd {
error!("Bad matrix for pseudoinverse {}", in_mat);
}
let (maybe_u, sigma, maybe_v_t) = maybe_svd.unwrap();
let u = maybe_u.unwrap();
let v_t = maybe_v_t.unwrap();
let mut max_singular_value = 0.0f32;
for i in 0..sigma.shape()[0] {
max_singular_value = max_singular_value.max(sigma[[i,]]);
}
let thresh = max_singular_value * PINV_TRUNCATION_THRESH;
let mut sigma_inv = Array::zeros((v_t.shape()[0], u.shape()[1]));
for i in 0..sigma.shape()[0] {
if (sigma[[i,]] > thresh) {
sigma_inv[[i,i]] = 1.0f32 / sigma[[i,]];
}
}
let result_right = sigma_inv.dot(&u.t().to_owned());
let result = v_t.t().dot(&result_right);
result
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_utils::*;
#[test]
fn pseudoinverse_is_inverse_on_square() {
let matrix = random_matrix(10, 10);
let matrix_inv = matrix.inv().unwrap();
let matrix_pinv = pseudoinverse(&matrix);
assert_equal_matrices(matrix_pinv.view(), matrix_inv.view());
}
#[test]
fn pseudoinverse_of_pseudoinverse_is_identity() {
let matrix = random_matrix(8, 10);
let matrix_pinv = pseudoinverse(&matrix);
let matrix_pinv_pinv = pseudoinverse(&matrix_pinv);
assert_equal_matrices(matrix_pinv_pinv.view(), matrix.view());
}
#[test]
fn pseudoinverse_has_dims_of_transpose() {
let matrix = random_matrix(4, 11);
let matrix_pinv = pseudoinverse(&matrix);
assert_eq!(matrix_pinv.shape()[0], matrix.shape()[1]);
assert_eq!(matrix_pinv.shape()[1], matrix.shape()[0]);
}
}