Page MenuHomec4science

custom_pinv.py
No OneTemporary

File Metadata

Created
Sun, Apr 28, 02:37

custom_pinv.py

# Copyright (C) 2018 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see <http://www.gnu.org/licenses/>.
#
from copy import deepcopy as copy
import numpy as np
__all__ = ["customPInv"]
def customPInv(A, rcond=-1, full=False):
"""
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.
"""
A = A.conjugate()
u, s, vt = np.linalg.svd(A, full_matrices=False)
if rcond < 0: rcond = len(A) * np.finfo(A.dtype).eps
cutoff = rcond * np.amax(s)
large = s > cutoff
sinv = copy(s)
sinv = np.divide(1, s, where = large, out = sinv)
sinv[~large] = 0
res = (vt.T * sinv) @ u.T
if full:
return res, [np.sum(large), s, rcond]
else:
return res

Event Timeline