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| Re: the (Moore-Penrose) pseudo-inverse of a matrix - anything like scipy.linalg's pinv2 in IDL? [message #83777 is a reply to message #83776] |
Wed, 03 April 2013 06:33   |
Heinz Stege
Messages: 189
Registered: January 2003
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Senior Member |
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On Tue, 2 Apr 2013 22:18:16 -0700 (PDT), JP wrote:
> Is that an equivalent to the scipy pinv2 i am looking for? And if so, I will appreciate if someone will better algebra skills than me (likely 95% of this community) could suggest how to introduce the rcond keyword available in pinv2.
>
I am very sure, that I am one of the 5%. So be very careful with the
following code. From the description it looks like the scipy function
is doing something like this:
function pinv2,a,rcond=rcond
;
compile_opt defint32,strictarr,logical_predicate
;
svdc,a,w,u,v ; singular value decomposition
;
n=n_elements(w)
threshold=n_elements(rcond)? max(w)*rcond : 0.
ii=where(w gt threshold,count)
if count lt n then begin
message,/info,strtrim(n-count,2)+' small singular values.'
if count le 0 then message,'All singular values are too small.'
end
;
jj=(indgen(n))[ii]*(n+1) ; diagonal elements
matrix=make_array(n,n,type=size(w,/type))
matrix[jj]=1./w[ii]
result=transpose(u)#matrix#v
;
return,result
end
If you want to use double precision, take a look at the IDL function
LA_SVD.
Cheers, Heinz
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| Re: the (Moore-Penrose) pseudo-inverse of a matrix - anything like scipy.linalg's pinv2 in IDL? [message #83856 is a reply to message #83777] |
Wed, 03 April 2013 16:06 |
JP
Messages: 55
Registered: April 2008
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Member |
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Thanks Heinz,
After my post yesterday I tested Paul's svd_matrix_invert comparing with scipy's pinv2 and it looks like they do the same. I added a rcond keyword too and it also mimics pinv2 behaviour.
From a quick look to your code it looks like it's also doing the same thing but haven't tested.
cheers
Juan
On Thursday, 4 April 2013 00:33:36 UTC+11, Heinz Stege wrote:
> On Tue, 2 Apr 2013 22:18:16 -0700 (PDT), JP wrote:
>
>
>
>> Is that an equivalent to the scipy pinv2 i am looking for? And if so, I will appreciate if someone will better algebra skills than me (likely 95% of this community) could suggest how to introduce the rcond keyword available in pinv2.
>
>>
>
> I am very sure, that I am one of the 5%. So be very careful with the
>
> following code. From the description it looks like the scipy function
>
> is doing something like this:
>
>
>
> function pinv2,a,rcond=rcond
>
> ;
>
> compile_opt defint32,strictarr,logical_predicate
>
> ;
>
> svdc,a,w,u,v ; singular value decomposition
>
> ;
>
> n=n_elements(w)
>
> threshold=n_elements(rcond)? max(w)*rcond : 0.
>
> ii=where(w gt threshold,count)
>
> if count lt n then begin
>
> message,/info,strtrim(n-count,2)+' small singular values.'
>
> if count le 0 then message,'All singular values are too small.'
>
> end
>
> ;
>
> jj=(indgen(n))[ii]*(n+1) ; diagonal elements
>
> matrix=make_array(n,n,type=size(w,/type))
>
> matrix[jj]=1./w[ii]
>
> result=transpose(u)#matrix#v
>
> ;
>
> return,result
>
> end
>
>
>
> If you want to use double precision, take a look at the IDL function
>
> LA_SVD.
>
>
>
> Cheers, Heinz
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