topic Re: looking for PseudoInverse function in Intel® Integrated Performance Primitives

looking for PseudoInverse function

sagent2 — Mon, 07 Dec 2009 08:50:24 GMT

Hello Dears
I'm engineer of small company. I'm using IPP for Matrix analysis. because IPP is faster and convinient than other lib.

I'm looking for PseudoInverse function. but I couldn't find it.
if not. does anyone use pseudoinverse in IPP? I want to how implement the process

Thanks

Re: looking for PseudoInverse function

Vladimir_Dudnik — Mon, 07 Dec 2009 10:36:43 GMT

Hello,

just to be clear, what do you mean under pseudo inverse operation?

Regards,
Vladimir

Re: looking for PseudoInverse function

sagent2 — Tue, 08 Dec 2009 02:35:29 GMT

Quoting - Vladimir Dudnik (Intel)

Hello,

just to be clear, what do you mean under pseudo inverse operation?

Regards,
Vladimir

Thanks for reply
Sorry for my stupid english skill :)

Question 1: Does IPP have a pseudo inverse function?

Question 2: If doesn't exist in IPP, How operate pseudo inverse using IPP?

Regards, sagent2

Re: looking for PseudoInverse function

Ying_H_Intel — Tue, 08 Dec 2009 05:46:51 GMT

Quoting - sagent2

Hi Sagent2,

Are you looking for the function like matlab discription,
/*
PINV(A) produces a matrix X of the same dimensions
as A' so that A*X*A = A, X*A*X = X and A*X and X*A
are Hermitian. The computation is based on SVD(A) and any
singular values less than a tolerance are treated as zero.
The default tolerance is MAX(SIZE(A)) * NORM(A) * EPS(class(A)).
*/

right?

Then IPP haven't direct function, but ipp should be have oneSVD function, you may check it in ippm or ipps manual. Or check IPP's sister library, math kernal library (MKL), which provide more math routines in it.

Regards,
Ying