c++matrix-inverserecipe

Computing pseudo-inverse of a matrix in C++

I'm looking to compute the Moore-Penrose pseudo-inverse of a matrix in C++, can someone point me to a library implementation or a numerical recipe?

Thanks!

Solution

  • You need 'Single Value Decomposition', from which you can find a C implementation here from Numerical Recipes in C.

    This other site describes how to use single value decomposition to calculate the pseudo-inverse.