RE: [eigen] How about pseudo-inverse?

[<hamelin.philippe@xxxxxxx>]

I have problem compiling the following code due to the "max" function. The compiler tells me that it haven't been decladed in this scope. Does this function makes reference to the standard C++ max function or one from Eigen2 ?

Philippe

-----Message d'origine-----
De : Listengine [mailto:listengine@xxxxxxxxxxxxxxxxx] De la part de Ricard Marxer Piñón
Envoyé : 21 janvier 2010 11:59
À : eigen@xxxxxxxxxxxxxxxxxxx
Objet : Re: [eigen] How about pseudo-inverse?

In this snippet the "select()" method will set to 0 those singular
values that are under the tolerance.  I really don't know how they do
it in Matlab.  The comment is because in the Wikipedia they say, that
Matlab puts a threshold on the singular value, but I must confess I
don't know what they do with those singular values that fall under
that threshold.

But I warn you, I'm no expert, so better check against other sources
or test with sample data.  I would appreciate if you see any errors to
let me know so that I could fix it in my code as well.

cheers,
ricard

On Thu, Jan 21, 2010 at 4:57 PM,  <hamelin.philippe@xxxxxxx> wrote:
> Hi,
> You selected only the singular values over the tolerance. However, you don't select the corresponding values on V and U? I just compared to the Matlab code so maybe I'm just confused.
>
> Philippe
>
> -----Message d'origine-----
> De : Listengine [mailto:listengine@xxxxxxxxxxxxxxxxx] De la part de Ricard Marxer Piñón
> Envoyé : 21 janvier 2010 10:16
> À : eigen@xxxxxxxxxxxxxxxxxxx
> Objet : Re: [eigen] How about pseudo-inverse?
>
> Hi,
>
> I implemented my own version like this.  But I don't know if it is
> really correct, so please correct me if I'm wrong:
>
> #include <Eigen/Core>
> #include <Eigen/Array>
> #include <Eigen/SVD>
>
> typedef Eigen::Matrix< Real, Eigen::Dynamic, Eigen::Dynamic > MatrixXR;
>
> // SVD method
> void pseudoInverse(const MatrixXR& a, MatrixXR* result, Real epsilon) {
>  Eigen::SVD<MatrixXR> svd = a.svd();
>
>  // As done in Matlab:
>  // http://en.wikipedia.org/wiki/Moore-Penrose_pseudoinverse
>  Real tolerance = epsilon * max(a.cols(), a.rows()) *
> svd.singularValues().cwise().abs().maxCoeff();
>
>  (*result) = svd.matrixV() * (svd.singularValues().cwise() >
> tolerance).select(svd.singularValues().cwise().inverse(),
> 0).asDiagonal() * svd.matrixU().adjoint();
> }
>
> ricard
>
> On Thu, Jan 21, 2010 at 3:55 PM,  <hamelin.philippe@xxxxxxx> wrote:
>> Hello,
>> I'm just new to the mailing list (and to Eigen2). I'm currently programming
>> an underwater vehicle simulator using Eigen2. I actually need the
>> pseudo-inverse of a rectangular matrix. I didn't find anything about that in
>> the code. There's seems to be a preliminary version of the SVD which could
>> help to do pseudo-inverse. So, does anyone has something to suggest to me
>> about that?
>>
>> Thank you,
>>
>> Philippe Hamelin, ing. jr, M. Ing
>> Chercheur / Researcher
>>
>> Tel: (450) 652-8499 x2198
>> Fax: (450) 652-1316
>>
>> Institut de recherche d'Hydro-Québec
>> Unité robotique et civil
>> 1740, boul. Lionel-Boulet
>> Varennes (QC) J1X 1S1, Canada
>>
>>
>
>
>
> --
> ricard
> http://www.ricardmarxer.com
> http://www.caligraft.com
>
>
>
>
>



-- 
ricard
http://www.ricardmarxer.com
http://www.caligraft.com