问题如标题:eigen库怎么样通过svd方法取奇异矩阵的广义逆矩阵
MatrixXf A = MatrixXf::Random(5, 20);
JacobiSVD<MatrixXf> svd(A, ComputeThinU | ComputeThinV);
A的广义逆矩阵该怎么样求得呢?
MatrixXf A = MatrixXf::Random(5, 20);
JacobiSVD<MatrixXf> svd(A, ComputeThinU | ComputeThinV);
A的广义逆矩阵该怎么样求得呢?
解决方案
40
http://eigen.tuxfamily.org/index.php?title=FAQ#Is_there_a_method_to_compute_the_.28Moore-Penrose.29_pseudo_inverse_.3F