svd_pseudo_inverse: SVD-based Moore-Penrose pseudo-inverse
In cevcmm: Communication-Efficient Varying Coefficient Mixed-Effects Models

svd_pseudo_inverse

R Documentation

SVD-based Moore-Penrose pseudo-inverse

Description

Computes A^{+} via SVD, optionally using the split-merge variant for large matrices. Singular values below .Machine$double.eps * d[1] * max(dim(A)) are treated as zero.

Usage

svd_pseudo_inverse(A, use_split_merge = TRUE, verbose = FALSE)

Arguments

`A`	Numeric square matrix.
`use_split_merge`	Logical. If `TRUE` and `nrow(A) >= 100`, use `split_merge_svd_row()`; otherwise use base `svd()`.
`verbose`	Logical. If `TRUE`, print method and condition number.

Details

This is an internal helper for invert_matrix(); end users should call invert_matrix() instead.

Value

A list with elements inverse (the pseudo-inverse matrix), condition_number, effective_rank, and method (character: "standard SVD" or "split-merge SVD").