xorbits.numpy.linalg.pinv#

xorbits.numpy.linalg.pinv(a, rcond=1e-15, hermitian=False)#

Compute the (Moore-Penrose) pseudo-inverse of a matrix.

Calculate the generalized inverse of a matrix using its singular-value decomposition (SVD) and including all large singular values.

在 1.14(numpy.linalg) 版更改: Can now operate on stacks of matrices

参数

  • a ((..., M, N) array_like) – Matrix or stack of matrices to be pseudo-inverted.

  • rcond ((...) array_like of float) – Cutoff for small singular values. Singular values less than or equal to rcond * largest_singular_value are set to zero. Broadcasts against the stack of matrices.

  • hermitian (bool, optional) –

    If True, a is assumed to be Hermitian (symmetric if real-valued), enabling a more efficient method for finding singular values. Defaults to False.

    1.17.0(numpy.linalg) 新版功能.

返回

B – The pseudo-inverse of a. If a is a matrix instance, then so is B.

返回类型

(…, N, M) ndarray

引发

LinAlgError – If the SVD computation does not converge.

参见

scipy.linalg.pinv

Similar function in SciPy.

scipy.linalg.pinvh

Compute the (Moore-Penrose) pseudo-inverse of a Hermitian matrix.

提示

The pseudo-inverse of a matrix A, denoted \(A^+\), is defined as: “the matrix that ‘solves’ [the least-squares problem] \(Ax = b\),” i.e., if \(\bar{x}\) is said solution, then \(A^+\) is that matrix such that \(\bar{x} = A^+b\).

It can be shown that if \(Q_1 \Sigma Q_2^T = A\) is the singular value decomposition of A, then \(A^+ = Q_2 \Sigma^+ Q_1^T\), where \(Q_{1,2}\) are orthogonal matrices, \(\Sigma\) is a diagonal matrix consisting of A’s so-called singular values, (followed, typically, by zeros), and then \(\Sigma^+\) is simply the diagonal matrix consisting of the reciprocals of A’s singular values (again, followed by zeros). 1

引用

1

G. Strang, Linear Algebra and Its Applications, 2nd Ed., Orlando, FL, Academic Press, Inc., 1980, pp. 139-142.

实际案例

The following example checks that a * a+ * a == a and a+ * a * a+ == a+:

>>> a = np.random.randn(9, 6)  
>>> B = np.linalg.pinv(a)  
>>> np.allclose(a, np.dot(a, np.dot(B, a)))  
True
>>> np.allclose(B, np.dot(B, np.dot(a, B)))  
True

警告

This method has not been implemented yet. Xorbits will try to execute it with numpy.linalg.

This docstring was copied from numpy.linalg.