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RE: PseudoInverse of Complex matrix

Trifon — Fri, 20 Nov 2009 04:14:26 GMT

Hello,

I have checked the computations of complex pseudoinverse and I confirm that there is bug which was indroduced in version 4.3

You may still compute the correct pseudoinverse for a compex matrix A as follows:

CSVD csvd = CSVD(A);
CMatrix Api = csvd.V * csvd.S.Inverse() * csvd.U.Adjoint();

This issue will be fixed in the next version of NML.

Thank you for informing us about.

PseudoInverse of Complex matrix

aakhrinaam — Wed, 11 Nov 2009 07:05:10 GMT

Hi I am trying to claculate something (as below)

Theta = YYt.PseudoInverse() * B;

I have to admit it has been a while since I did matrices but I am getting some 'strange' results.

If Theta, YYt and B are all from the Matrix class the result is what I am expecting , but If they are all CMatrix (imaginary part of YYt and B set to 0) , I get a completely different result. Am I doing something wrong here ?