/// <summary>
/// Recompose SVD to U*W*V'.
/// </summary>
/// <returns></returns>
public MatrixFixed Recompose()
{
MatrixFixed W = new MatrixFixed(W_.Rows, W_.Columns);
W.Fill(0);
for (int i = 0; i < rank_; i++)
{
W[i, i] = W_[i, i];
}
return(U_ * W * V_.ConjugateTranspose());
}
/// <summary>
/// Calculate pseudo-inverse.
/// </summary>
/// <returns></returns>
public MatrixFixed PseudoInverse()
{
MatrixFixed Winverse = new MatrixFixed(Winverse_.Rows, Winverse_.Columns);
Winverse.Fill(0);
for (int i = 0; i < rank_; i++)
{
Winverse[i, i] = Winverse_[i, i];
}
return(V_ * Winverse * U_.ConjugateTranspose());
}
