Eigen求伪逆

最新推荐文章于 2024-01-04 09:22:53 发布

光电的一只菜鸡

最新推荐文章于 2024-01-04 09:22:53 发布

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文章标签：算法矩阵线性代数

本文链接：https://blog.csdn.net/qq_35789421/article/details/129539752

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Eigen::MatrixXd pinv(Eigen::MatrixXd A)//计算矩阵伪逆
{
	Eigen::JacobiSVD<Eigen::MatrixXd> svd(A, Eigen::ComputeFullU | Eigen::ComputeFullV);
	double  pinvtoler = 1.e-8; //tolerance
	int row = A.rows();
	int col = A.cols();
	int k = std::min(row, col);
	Eigen::MatrixXd X = Eigen::MatrixXd::Zero(col, row);
	Eigen::MatrixXd singularValues_inv = svd.singularValues();//奇异值
	Eigen::MatrixXd singularValues_inv_mat = Eigen::MatrixXd::Zero(col, row);
	for (long i = 0; i<k; ++i) {
		if (singularValues_inv(i) > pinvtoler)
			singularValues_inv(i) = 1.0 / singularValues_inv(i);
		else singularValues_inv(i) = 0;
	}
	for (long i = 0; i < k; ++i)
	{
		singularValues_inv_mat(i, i) = singularValues_inv(i);
	}
	X = (svd.matrixV())*(singularValues_inv_mat)*(svd.matrixU().transpose());

	return X;
}