4 Commits

Author	SHA1	Message	Date
Julian Kent	054f8b12f4	Use a single inverse implementation for a single matrix size	2021-01-05 09:02:09 +01:00
Julian Kent	15e54ceda1	Rework rank-detection tolerance in pseudoinverse	2020-12-18 12:07:19 +01:00
Julian Kent	d9a5e3dec2	Add test for new cutoff threshold	2020-12-18 12:07:19 +01:00
Julien Lecoeur	a172c3cdac	Add implementation of pseudo-inverse (#102) ... * 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	2019-11-18 14:36:30 -08:00