public void SetupTestCases()
{
a = new DoubleMatrix(3);
a[0, 0] = 1.91;
a[0, 1] = 9.82;
a[0, 2] = 2.73;
a[1, 0] = 8.64;
a[1, 1] = 3.55;
a[1, 2] = 7.46;
a[2, 0] = 4.37;
a[2, 1] = 6.28;
a[2, 2] = 5.19;
svd = new DoubleSVDDecomp(a, true);
wa = new DoubleMatrix(2, 4);
wa[0, 0] = 1.91;
wa[0, 1] = 9.82;
wa[0, 2] = 2.73;
wa[0, 3] = 8.64;
wa[1, 0] = 3.55;
wa[1, 1] = 7.46;
wa[1, 2] = 4.37;
wa[1, 3] = 6.28;
wsvd = new DoubleSVDDecomp(wa, true);
la = new DoubleMatrix(4, 2);
la[0, 0] = 1.91;
la[0, 1] = 9.82;
la[1, 0] = 2.73;
la[1, 1] = 8.64;
la[2, 0] = 3.55;
la[2, 1] = 7.46;
la[3, 0] = 4.37;
la[3, 1] = 6.28;
lsvd = new DoubleSVDDecomp(la, true);
}
/*
* This function computes the pseudoinverse of a square matrix A
* into B using SVD. A and B can coincide
*
* The function returns 0 in case of error (e.g. A is singular),
* the rank of A if successfull
*
* A, B are mxm
*
*/
static int LEVMAR_PSEUDOINVERSE(double[] A, double[] B, int m)
{
IROMatrix Amat = MatrixMath.ToROMatrix(A,m);
DoubleSVDDecomp decomp = new DoubleSVDDecomp(Amat);
DoubleVector s = decomp.S;
DoubleMatrix u = decomp.U;
DoubleMatrix v = decomp.V;
/* compute the pseudoinverse in B */
for(int i=0; i<B.Length; i++)
B[i]=0.0; /* initialize to zero */
double one_over_denom, thresh;
int rank;
for(rank=0, thresh=DoubleConstants.DBL_EPSILON*s[0]; rank<m && s[rank]>thresh; rank++)
{
one_over_denom=1.0/s[rank];
for(int j=0; j<m; j++)
for(int i=0; i<m; i++)
B[i*m+j]+=v[i,rank]*u[j,rank]*one_over_denom;
}
return rank;
}