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Gilles commented on MATH-601: ----------------------------- Also changed "max(m, n)" to "m" in accordance with Greg's remark on the "dev" ML for other such occurrences (revision 1157342). > 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. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira