public class SolvePseudoInverseSvdextends Objectimplements LinearSolver<DenseMatrix64F>
The pseudo-inverse is typically used to solve over determined system for which there is no unique solution.
where A ∈ ℜ m × n and m ≥ n.
This class implements the Moore-Penrose pseudo-inverse using SVD and should never fail. Alternative implementations can use Cholesky decomposition, but those will fail if the ATA matrix is singular. However the Cholesky implementation is much faster.