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Add implementation of pseudo-inverse (#102)

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* Fix compilation error

* Add implementation of pseudo-inverse

The implementation is based on this publication:
Courrieu, P. (2008). Fast Computation of Moore-Penrose Inverse Matrices, 8(2), 25–29. http://arxiv.org/abs/0804.4809
It is a fully templated implementation to guaranty type correctness.

* Add tests for pseudoinverse

* Apply suggestions from code review

Co-Authored-By: Mathieu Bresciani <brescianimathieu@gmail.com>

* Adapt fullRankCholesky tolerance to type

* Add pseudoinverse test with effectiveness matrix

* Fix coverage

* Fix rebase issue

* Fix SquareMatrix test, add null Matrix test
This commit is contained in:
Julien Lecoeur
2019-11-18 14:36:30 -08:00
committed by Julian Kent
co-authored by Mathieu Bresciani
parent cd185c995b
commit a172c3cdac
7 changed files with 338 additions and 1 deletions
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@@ -27,6 +27,7 @@ test/matrixAssignment
test/matrixMult
test/matrixScalarMult
test/out/
test/pseudoinverse
test/setIdentity
test/slice
test/squareMatrix