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Definition at line 210 of file lalg_adv.F90.
Private Member Functions | |
subroutine | dlalg_pseudo_inverse (a, threshold) |
Invert a matrix with the Moore-Penrose pseudo-inverse. More... | |
subroutine | zlalg_pseudo_inverse (a, threshold) |
Invert a matrix with the Moore-Penrose pseudo-inverse. More... | |
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private |
Invert a matrix with the Moore-Penrose pseudo-inverse.
SVD is used to find the U, V and Sigma matrices:
\[ A = U \Sigma V^\dagger \]
Diagonal terms in Sigma <= threshold
are set to zero, and the inverse is constructed as:
\[] A^{-1} \approx V \Sigma U^\dagger \]
[in,out] | a | Input: (m, n) |
Definition at line 3504 of file lalg_adv.F90.
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private |
Invert a matrix with the Moore-Penrose pseudo-inverse.
SVD is used to find the U, V and Sigma matrices:
\[ A = U \Sigma V^\dagger \]
Diagonal terms in Sigma <= threshold
are set to zero, and the inverse is constructed as:
\[] A^{-1} \approx V \Sigma U^\dagger \]
[in,out] | a | Input: (m, n) |
Definition at line 1893 of file lalg_adv.F90.