SingularValueDecompositionImpl psuedoinverse is not consistent with Rank
calculation
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Key: MATH-601
URL: https://issues.apache.org/jira/browse/MATH-601
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.2, 3.0
Environment: All
Reporter: greg sterijevski
In the SingularValueDecompositionImpl's internal private class Solver, a pseudo
inverse matrix is calculated:
In lines 2600-264 we have:
if (singularValues[i] > 0) {
a = 1 / singularValues[i];
} else {
a = 0;
}
This is not consistent with the manner in which rank is determined (lines 225
to 233). That is to say a matrix could potentially be rank deficient, yet the
psuedoinverse would still include the redundant columns...
Also, there is the problem of very small singular values which could result in
overflow.
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