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custom_pinv.py
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Created
Sun, Apr 28, 02:37
Size
1 KB
Mime Type
text/x-python
Expires
Tue, Apr 30, 02:37 (2 d)
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blob
Format
Raw Data
Handle
17313340
Attached To
R6746 RationalROMPy
custom_pinv.py
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# 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
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