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From "greg sterijevski (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-601) SingularValueDecompositionImpl psuedoinverse is not consistent with Rank calculation
Date Thu, 23 Jun 2011 19:32:47 GMT
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, 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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