Eigen Library - Pseudo-Inverse of Matrix (Matlab - pinv)

Question

I am trying to find the pseudo-inverse of a matrix using the Eigen Library. They have a class that does implement it, however I do not know how to put script the syntax.

This is how it is shown on the website (https://eigen.tuxfamily.org/dox/classEigen_1_1CompleteOrthogonalDecomposition.html#ab2fd4c81aa1cd8bc917c7f135505cb7f):

const Inverse Eigen::CompleteOrthogonalDecomposition< MatrixType >::pseudoInverse ( ) const

Antiserum

And what exactly is your problem? Please edit your question to provide a minimal reproducible example as well as a clear problem statement. – Mho

Answer 1

It's a method of the CompleteOrthogonalDecomposition class. So you have to perform that decomposition of a matrix before you use it. For example

#include <Eigen/QR>    

Eigen::MatrixXd A = ... // fill in A
Eigen::MatrixXd pinv = A.completeOrthogonalDecomposition().pseudoInverse();

Gradey

Though it's recommended to use other solvers in most cases. – Fad

Yes, definitely – Gradey

@AdiShavit Why is it recommended to use other solvers? – Buenrostro

@AdiShavit, could you give references? Which solvers would you recommend? – Chafin

@ignacio: Eigen docs say not to use it (not efficient or numerically stable: see eigen.tuxfamily.org/dox/…). See eigen.tuxfamily.org/dox/group__LeastSquares.html for better suggestions for solving linear systems in Eigen. – Rockery

Result of A.completeOrthogonalDecomposition().pseudoInverse() and MATLAB pinv() are not the same. Please refer to gitlab.com/libeigen/eigen/-/issues/2462 for more detail information. – Garnes