Пример #1
0
bool pseudoInverse(
    const _Matrix_Type_ &a, _Matrix_Type_ &result,
    double epsilon =
        std::numeric_limits<typename _Matrix_Type_::Scalar>::epsilon()) {
  if (a.rows() < a.cols())
    return false;

  Eigen::JacobiSVD<_Matrix_Type_> svd = a.jacobiSvd();

  typename _Matrix_Type_::Scalar tolerance =
      epsilon * std::max(a.cols(), a.rows()) *
      svd.singularValues().array().abs().maxCoeff();

  result = svd.matrixV() *
           _Matrix_Type_(
               _Matrix_Type_((svd.singularValues().array().abs() > tolerance)
                                 .select(svd.singularValues().array().inverse(),
                                         0)).diagonal()) *
           svd.matrixU().adjoint();
}