Examples of org.ejml.alg.dense.linsol.svd.SolvePseudoInverseSvd

org.ejml.alg.dense.linsol.svd.SolvePseudoInverseSvd

The pseudo-inverse is typically used to solve over determined system for which there is no unique solution.
x=inv(A^TA)A^Tb
where A ∈ ℜ ^{m × n} and m ≥ n.

This class implements the Moore-Penrose pseudo-inverse using SVD and should never fail. Alternative implementations can use Cholesky decomposition, but those will fail if the A^TA matrix is singular. However the Cholesky implementation is much faster.
@author Peter Abeles

     * @param useSVD If true SVD will be used, otherwise QR with column pivot will be used.
     * @return Solver for singular matrices.
     */
    public static LinearSolver<DenseMatrix64F> pseudoInverse( boolean useSVD ) {
        if( useSVD )
            return new SolvePseudoInverseSvd();
        else
            return leastSquaresQrPivot(true,false);
    }

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    private static void runAlgorithms( int numTrials )
    {


        System.out.println("Pseudo Inverse  = "+ solveBenchmark(
                new SolvePseudoInverseSvd(A.numRows,A.numCols),numTrials));
        System.out.println("QR house        = "+ solveBenchmark(
                new LinearSolverQrHouse(),numTrials));
        System.out.println("QR house Col    = "+ solveBenchmark(
                new LinearSolverQrHouseCol(),numTrials));
    }

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        System.out.println("solve QR house        = "+ solveBenchmark(
                new LinearSolverQrHouse(),numTrials));
        System.out.println("solve QR house Col    = "+ solveBenchmark(
                new LinearSolverQrHouseCol(),numTrials));
        System.out.println("solve PInv            = "+ solveBenchmark(
                new SolvePseudoInverseSvd(),numTrials));
//        System.out.println("solve SVD             = "+ solveBenchmark(
//                new LinearSolverSvd(new SvdNumericalRecipes(A.numRows,A.numCols)),numTrials/8));
    }

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Related Classes of org.ejml.alg.dense.linsol.svd.SolvePseudoInverseSvd

org.ejml.alg.dense.linsol.BenchmarkRectSolve

org.ejml.alg.dense.linsol.BenchmarkSolveEq

org.ejml.data.DenseMatrix64F

org.ejml.factory.LinearSolverFactory

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