def pinv(a, rcond=1e-15):
"""
Compute the (Moore-Penrose) pseudo-inverse of a matrix.
Calculate the generalized inverse of a matrix using its
singular-value decomposition (SVD) and including all
`large` singular values.
Parameters
----------
a : array_like (M, N)
Matrix to be pseudo-inverted.
rcond : float
Cutoff for `small` singular values.
Singular values smaller than rcond*largest_singular_value are
considered zero.
Returns
-------
B : ndarray (N, M)
The pseudo-inverse of `a`. If `a` is an np.matrix instance, then so
is `B`.
Raises
------
LinAlgError
In case SVD computation does not converge.
Examples
--------
>>> a = np.random.randn(9, 6)
>>> B = np.linalg.pinv(a)
>>> np.allclose(a, np.dot(a, np.dot(B, a)))
True
>>> np.allclose(B, np.dot(B, np.dot(a, B)))
True
"""
a, wrap = _makearray(a)
_assertNonEmpty(a)
a = a.conjugate()
u, s, vt = svd(a, 0)
m = u.shape[0]
n = vt.shape[1]
cutoff = rcond * maximum.reduce(s)
for i in range(min(n, m)):
if s[i] > cutoff:
s[i] = 1. / s[i]
else:
s[i] = 0.
res = dot(transpose(vt), multiply(s[:, newaxis], transpose(u)))
return wrap(res)
def pinv(a, rcond=1e-15 ):
"""
Compute the (Moore-Penrose) pseudo-inverse of a matrix.
Calculate the generalized inverse of a matrix using its
singular-value decomposition (SVD) and including all
`large` singular values.
Parameters
----------
a : array_like (M, N)
Matrix to be pseudo-inverted.
rcond : float
Cutoff for `small` singular values.
Singular values smaller than rcond*largest_singular_value are
considered zero.
Returns
-------
B : ndarray (N, M)
The pseudo-inverse of `a`. If `a` is an np.matrix instance, then so
is `B`.
Raises
------
LinAlgError
In case SVD computation does not converge.
Examples
--------
>>> a = np.random.randn(9, 6)
>>> B = np.linalg.pinv(a)
>>> np.allclose(a, np.dot(a, np.dot(B, a)))
True
>>> np.allclose(B, np.dot(B, np.dot(a, B)))
True
"""
a, wrap = _makearray(a)
_assertNonEmpty(a)
a = a.conjugate()
u, s, vt = svd(a, 0)
m = u.shape[0]
n = vt.shape[1]
cutoff = rcond*maximum.reduce(s)
for i in range(min(n, m)):
if s[i] > cutoff:
s[i] = 1./s[i]
else:
s[i] = 0.;
res = dot(transpose(vt), multiply(s[:, newaxis],transpose(u)))
return wrap(res)
def pinv(a, rcond=1e-15 ):
"""Compute the (Moore-Penrose) pseudo-inverse of a matrix.
Calculate a generalized inverse of a matrix using its
singular-value decomposition and including all 'large' singular
values.
Parameters
----------
a : array-like, shape (M, N)
Matrix to be pseudo-inverted
rcond : float
Cutoff for 'small' singular values.
Singular values smaller than rcond*largest_singular_value are
considered zero.
Returns
-------
B : array, shape (N, M)
If a is a matrix, then so is B.
Raises LinAlgError if SVD computation does not converge
Examples
--------
>>> from numpy import *
>>> a = random.randn(9, 6)
>>> B = linalg.pinv(a)
>>> allclose(a, dot(a, dot(B, a)))
True
>>> allclose(B, dot(B, dot(a, B)))
True
"""
a, wrap = _makearray(a)
_assertNonEmpty(a)
a = a.conjugate()
u, s, vt = svd(a, 0)
m = u.shape[0]
n = vt.shape[1]
cutoff = rcond*maximum.reduce(s)
for i in range(min(n, m)):
if s[i] > cutoff:
s[i] = 1./s[i]
else:
s[i] = 0.;
res = dot(transpose(vt), multiply(s[:, newaxis],transpose(u)))
return wrap(res)
def pinv(a, rcond=1e-15):
"""Compute the (Moore-Penrose) pseudo-inverse of a matrix.
Calculate a generalized inverse of a matrix using its
singular-value decomposition and including all 'large' singular
values.
Parameters
----------
a : array-like, shape (M, N)
Matrix to be pseudo-inverted
rcond : float
Cutoff for 'small' singular values.
Singular values smaller than rcond*largest_singular_value are
considered zero.
Returns
-------
B : array, shape (N, M)
If a is a matrix, then so is B.
Raises LinAlgError if SVD computation does not converge
Examples
--------
>>> from numpy import *
>>> a = random.randn(9, 6)
>>> B = linalg.pinv(a)
>>> allclose(a, dot(a, dot(B, a)))
True
>>> allclose(B, dot(B, dot(a, B)))
True
"""
a, wrap = _makearray(a)
_assertNonEmpty(a)
a = a.conjugate()
u, s, vt = svd(a, 0)
m = u.shape[0]
n = vt.shape[1]
cutoff = rcond * maximum.reduce(s)
for i in range(min(n, m)):
if s[i] > cutoff:
s[i] = 1. / s[i]
else:
s[i] = 0.
res = dot(transpose(vt), multiply(s[:, newaxis], transpose(u)))
return wrap(res)
def pinv(a, rcond=1e-15):
"""Return the (Moore-Penrose) pseudo-inverse of a 2-d array
This method computes the generalized inverse using the
singular-value decomposition and all singular values larger than
rcond of the largest.
"""
a, wrap = _makearray(a)
_assertNonEmpty(a)
a = a.conjugate()
u, s, vt = svd(a, 0)
m = u.shape[0]
n = vt.shape[1]
cutoff = rcond * maximum.reduce(s)
for i in range(min(n, m)):
if s[i] > cutoff:
s[i] = 1. / s[i]
else:
s[i] = 0.
return wrap(dot(transpose(vt), multiply(s[:, newaxis], transpose(u))))
def pinv(a, rcond=1e-15 ):
"""Return the (Moore-Penrose) pseudo-inverse of a 2-d array
This method computes the generalized inverse using the
singular-value decomposition and all singular values larger than
rcond of the largest.
"""
a, wrap = _makearray(a)
a = a.conjugate()
u, s, vt = svd(a, 0)
m = u.shape[0]
n = vt.shape[1]
cutoff = rcond*maximum.reduce(s)
for i in range(min(n, m)):
if s[i] > cutoff:
s[i] = 1./s[i]
else:
s[i] = 0.;
return wrap(dot(transpose(vt),
multiply(s[:, newaxis],transpose(u))))
def _rc(s, tolerance):
cutoff = tolerance * maximum.reduce(s)
return cutoff
