SingularValueDecomposition<T>.GetPseudoInverse Method

Definition

Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

GetPseudoInverse() Calculates the pseudo-inverse of the factorized matrix.
GetPseudoInverse(T) Calculates the pseudo-inverse of the factorized matrix.

GetPseudoInverse

Calculates the pseudo-inverse of the factorized matrix.
C#
public DenseMatrix<T> GetPseudoInverse()

Return Value

DenseMatrix<T>
A DenseMatrix<T> that is the Moore-Penrose pseudo-inverse of this instance.

Remarks

The pseudo-inverse of a matrix is a generalization of the matrix inverse to rectangular and possibly singular matrices. It is defined for all matrices.

GetPseudoInverse(T)

Calculates the pseudo-inverse of the factorized matrix.
C#
public DenseMatrix<T> GetPseudoInverse(
	T tolerance
)

Parameters

tolerance  T
The absolute tolerance for singular values to be considered zero.

Return Value

DenseMatrix<T>
A DenseMatrix<T> that is the Moore-Penrose pseudo-inverse of this instance.

Remarks

The pseudo-inverse of a matrix is a generalization of the matrix inverse to rectangular and possibly singular matrices. Singular values that are less than tolerance are assumed to be zero.

See Also