From: Patrick Kowalzick (yg-boost-users_at_[hidden])
Date: 2003-04-23 03:14:43
Dear all,
I can use a banded_matrix to represent a diagonal matrix, but while some
math for a diagonal matrix is a little bit easier than for a rectangular
matrix, it would be nice to have such a type.
In my case:
I use a SVD A = U * S * V.T to calculate the moore-penrose-inverse A+.
Therfore I use A+ = V * S+ * U.T (i do not remember exact, but focus on S+)
with S+ as the moore-penrose-inverse of S which is very easy to calculate.
but to use something like pinv(S) , do I need a symmetric_matrix type? Or
can I implement a pinv() for a banded_matrix wich must fulfil the constraint
of being diagonal?
Thanks a lot
Patrick