Singular Value Decomposition<T>.Get Pseudo Inverse Method
Definition
Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
Get | Calculates the pseudo-inverse of the factorized matrix. |
Get | Calculates the pseudo-inverse of the factorized matrix. |
GetPseudoInverse
Calculates the pseudo-inverse of the factorized matrix.
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.
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.