[MATH-601] SingularValueDecompositionImpl psuedoinverse is not consistent with Rank calculation

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.2
• Fix Version/s: 3.0
• Labels: Pseudoinverse

Environment

All

• Assignee: Phil Steitz
• Reporter: greg sterijevski
• Created: 23/Jun/11 19:31
• Updated: 24/Mar/12 16:16
• Resolved: 18/Sep/11 21:07

Description

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.