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Adding rtol and atol for pinv and nullspace #29998

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merged 12 commits into from
Dec 11, 2018
Merged

Adding rtol and atol for pinv and nullspace #29998

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759afc8
Add code for rtol and atol
Nov 10, 2018
62c9adf
add tests
Nov 11, 2018
278321e
Merge branch 'master' of https://github.com/JuliaLang/julia into pinv…
Nov 20, 2018
82afdf2
resolve comment
Nov 21, 2018
46d3cd6
fix typo
Nov 22, 2018
c3d8fc6
fix tests
Nov 23, 2018
20346b5
Merge branch 'master' of https://github.com/JuliaLang/julia into pinv…
Dec 7, 2018
3e28425
add news.md item
Dec 7, 2018
6dbd52a
Not deprecated yet.
simonbyrne Dec 7, 2018
d90190d
Tweak docs slightly
simonbyrne Dec 7, 2018
6418489
Merge branch 'master' into pinvNull
sam0410 Dec 10, 2018
367c63b
typo from diff
simonbyrne Dec 11, 2018
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sam0410 committed Nov 21, 2018
commit 82afdf28d33226e570e2d58ae82becc9a964140c
6 changes: 3 additions & 3 deletions stdlib/LinearAlgebra/src/dense.jl
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Expand Up @@ -1201,7 +1201,7 @@ factorize(A::Transpose) = transpose(factorize(parent(A)))
## Moore-Penrose pseudoinverse

"""
pinv(M, atol::Real, rtol::Real)
pinv(M; atol::Real, rtol::Real)
pinv(M[, tol::Real]) = pinv(M, rtol=tol)

Computes the Moore-Penrose pseudoinverse.
Expand Down Expand Up @@ -1276,7 +1276,7 @@ function pinv(A::AbstractMatrix{T}; atol::Real = 0.0, rtol::Real = (eps(real(flo
Sinv[findall(.!isfinite.(Sinv))] .= zero(Stype)
return SVD.Vt' * (Diagonal(Sinv) * SVD.U')
end
pinv(A::AbstractMatrix{T}, tol::Real) where T = nullspace(A, rtol=tol) # TODO: deprecate tol in 2.0
pinv(A::AbstractMatrix{T}, tol::Real) where T = pinv(A, rtol=tol) # TODO: deprecate tol in 2.0
function pinv(x::Number)
xi = inv(x)
return ifelse(isfinite(xi), xi, zero(xi))
Expand All @@ -1285,7 +1285,7 @@ end
## Basis for null space

"""
nullspace(M, atol::Real, rtol::Real)
nullspace(M; atol::Real, rtol::Real)
nullspace(M[, tol::Real]) = nullspace(M, rtol=tol)

Computes a basis for the nullspace of `M` by including the singular
Expand Down