# HG changeset patch # User jwe # Date 910369453 0 # Node ID 8cc04ca5b4caa2649ae0c1281a440fb417bd5640 # Parent ba1c7cdc60907bb21131bcdeb70844259b49e410 [project @ 1998-11-06 16:24:13 by jwe] diff -r ba1c7cdc6090 -r 8cc04ca5b4ca scripts/control/pinv.m --- a/scripts/control/pinv.m Fri Nov 06 16:16:31 1998 +0000 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,55 +0,0 @@ -# Copyright (C) 1994 John W. Eaton -# -# This file is part of Octave. -# -# Octave is free software; you can redistribute it and/or modify it -# under the terms of the GNU General Public License as published by the -# Free Software Foundation; either version 2, or (at your option) any -# later version. -# -# Octave is distributed in the hope that it will be useful, but WITHOUT -# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or -# FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License -# for more details. -# -# You should have received a copy of the GNU General Public License -# along with Octave; see the file COPYING. If not, write to the Free -# Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. - -function retval = pinv (X, tol) - -# usage: pinv (X, tol) -# -# Returns the pseudoinverse of X; singular values less than tol are -# ignored. -# -# If the second argument is omitted, it is assumed that -# -# tol = max (size (X)) * sigma_max (X) * eps, -# -# where sigma_max(X) is the maximal singular value of X. - -# Written by Kurt Hornik (hornik@neuro.tuwien.ac.at) March 1993. -# Dept of Probability Theory and Statistics TU Wien, Austria. -# $Revision: 1.1 $ - - if (nargin < 1 || nargin > 2) - error ("usage: pinv (X [, tol])"); - endif - - [U, S, V] = svd(X); - s = diag(S); - - if (nargin == 1) - tol = max (size (X)) * s (1) * eps; - endif - - r = sum (s > tol); - if (r == 0) - retval = zeros (X'); - else - D = diag (ones (r, 1) ./ s (1:r)); - retval = V (:, 1:r) * D * U (:, 1:r)'; - endif - -endfunction