pseudoinversemodule Module Reference

Functions/Subroutines
real(dp) function, dimension(size(a, dim=2), size(a, dim=1)), public	pinv (A)

Function/Subroutine Documentation

pinv()

real(dp) function, dimension(size(a, dim=2), size(a, dim=1)), public pseudoinversemodule::pinv

(

real(dp), dimension(:, :), intent(in)

A

)

Definition at line 26 of file PseudoInverse.f90.

    ! -- dummy
    real(DP), intent(in) :: A(:, :)
    real(DP) :: B(SIZE(A, DIM=2), size(a, dim=1)) !! The pseudoinverse of A (size n x m, where A is m x n)
    ! -- locals
    integer(I4B) :: m, n
    integer(I4B) :: pos
    real(DP), dimension(:, :), allocatable :: U
    real(DP), dimension(:, :), allocatable :: Vt
    real(DP), dimension(:, :), allocatable :: Sigma
 
    m = size(a, dim=1)
    n = size(a, dim=2)
 
    CALL svd(a, u, sigma, vt)
 
    ! Transform Sigma to its Sigma^+
    do pos = 1, min(m, n)
      if (dabs(sigma(pos, pos)) < dprec) then
        sigma(pos, pos) = 0.0_dp
      else
        sigma(pos, pos) = 1.0_dp / sigma(pos, pos)
      end if
    end do
 
    b = matmul(transpose(vt), matmul(transpose(sigma), transpose(u)))
 

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