Method `pinv()` for computing the Pseudoinverse of a matrix

[Jonathan Helgert]

Hi Klaus,

I used Blaze intensively during my master thesis, so thanks for this great library! Here’s one suggestion for an additional method that I personally missed, but which could also be useful for others:

So far, there’s no pinv() method to compute the Moore–Penrose-Inverse (also known as Pseudo-Inverse) of a matrix. At the moment, one can compute the Pseudo-Inverse with the help of the SVD decomposition. Having said this, I think a method similar to Matlab’s pinv() or scipy’s pinv2() might be more convenient.

PS: I’m really looking forward to your Advanced C++ online course in May!

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Best,

Jonathan

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[Klaus Iglberger]

Hi Jonathan!

Thanks a lot for the proposal. You are correct, Blaze doesn’t support the pinv() operation yet. We’ll put this on our todo list as we agree that this should indeed be available, but will not be able to add this as one of the next features. Thanks again, see you in May,

Best regards,

Klaus!