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package linalg

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  1. 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

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