Re: source code of pseudoinverse of a matrix?# EE - 电子工程
x*x
1 楼
basically ppl use SVD to do pseudoinverse.
1. Let B = pinv(A), where pinv(A) is the pseudoinverse of A, m x n matrix.
i.e., ABA = A
2. SVD (Singual Value Decomposition)
Let A = USV', where U & V are orthogonal matrices (U'U=I) and S is
a diagonal matrix.
3. -1
B = V S U'
so what u need is a SVD algorithm. U can get it from
" target="_blank" class="a2">http://www.geocities.com/xiaomaoxiong2000/lin-alg-cpp.hqx
it's been packed in HQX format. use some tools to unpack it first.