IRID-177 Pseude-Inverse of an m-smallerthan-n matrix

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IRID-177 - Pseude-Inverse of an m-smallerthan-n matrix

Created: 30/06/2008 15:52:49

Revised: 14/08/2008 11:28:01

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Currently fails with a System.InvalidOperationException : Matrix must not be rank deficient.

Matrix a = new Matrix(new double[][] {
                new double[] { 15, 23, 44, 54 },
                new double[] { 1, 5, 9, 4 },
                new double[] { 8, 11, 4, 2 }});

Matrix aInv = a.Inverse();

Workaround:

Matrix aT = Matrix.Transpose(a);
Matrix aTInv = aT.Inverse();
Matrix aInv = Matrix.Transpose(aTInv);