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https://issues.apache.org/jira/browse/MATH-601?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13084556#comment-13084556
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Phil Steitz commented on MATH-601:
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I just committed (r1157336) a modified version of Chris' patch. Please review,
test and confirm that it fixes the issue.
Changes to the patch:
0) Incorporated Greg's suggestion to put a floor on tol
1) Made tol final, but not static and explicitly passed it to the Solver
constructor. The value depends on instance data so should not be static.
> SingularValueDecompositionImpl psuedoinverse is not consistent with Rank
> calculation
> ------------------------------------------------------------------------------------
>
> Key: MATH-601
> URL: https://issues.apache.org/jira/browse/MATH-601
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.2
> Environment: All
> Reporter: greg sterijevski
> Assignee: Phil Steitz
> Labels: Pseudoinverse
> Fix For: 3.0
>
> Attachments: SingularValueDecompositionImpl.patch
>
> Original Estimate: 24h
> Remaining Estimate: 24h
>
> 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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