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https://github.com/aportelli/LatAnalyze.git
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61 lines
1.7 KiB
C++
61 lines
1.7 KiB
C++
/*
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* EigenPlugin.hpp, part of LatAnalyze
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*
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* Copyright (C) 2015 Antonin Portelli
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*
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* LatAnalyze is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze. If not, see <http://www.gnu.org/licenses/>.
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*/
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Derived pInverse(const double tolerance = 1.0e-10)
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{
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auto svd = jacobiSvd(Eigen::ComputeThinU|Eigen::ComputeThinV);
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const auto u = svd.matrixU();
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const auto v = svd.matrixV();
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auto s = svd.singularValues();
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double maxsv = 0.;
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unsigned int elim = 0;
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for (Index i = 0; i < s.rows(); ++i)
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{
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if (fabs(s(i)) > maxsv) maxsv = fabs(s(i));
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}
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for (Index i = 0; i < s.rows(); ++i)
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{
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if (fabs(s(i)) > maxsv*tolerance)
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{
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s(i) = 1./s(i);
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}
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else
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{
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elim++;
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s(i) = 0.;
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}
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}
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if (elim)
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{
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std::cerr << "warning: pseudoinverse: " << elim << "/";
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std::cerr << s.rows() << " singular value(s) eliminated (tolerance= ";
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std::cerr << tolerance << ")" << std::endl;
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}
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return v*s.asDiagonal()*u.transpose();
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}
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Derived singularValues(void)
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{
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auto svd = jacobiSvd();
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return svd.singularValues();
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}
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