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
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