File numerics/src/tools/pinv.h

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peseudo-inverse computations


double pinv(double *A, int n, int m, double tolerance)

Compute the pseudo-inverse of dense matrix with column major storage.


the conditioning

  • A: the matrix to be inversed

  • n: the number of rows of A

  • m: the number of columns of A

  • tolerance: threshold used to validate the computation: if the error is less than this value, the computation is considered valid