package linalg
Ordering
- Alphabetic
Visibility
- Public
- All
Value Members
-
object
pinv
extends UFunc
Computes the Moore-Penrose pseudo inverse of the given real matrix X.
Computes the Moore-Penrose pseudo inverse of the given real matrix X.
This implementation is identical to the breeze implementation, but enables the user to set a custom threshold for the inversion of the elements diagonal matrix.
- Note
The pseudo inverse is nothing but the least-squares solution to AX=B, hence: d/dX 1/2 (AX-B)2 = AT (AX-B) Solving AT (AX-B) = 0 for X yields AT AX = A^T B
> X