MoorePenrose pseudoinverse in MKL

[bb_12_bb_12]

Is using (?)DGESVD the only way to calculate pseudoinverse for a general (not square) matrix in MKL? Is there a single function that will take let's say a 5x2 matrix and calculate a pseudoinverse?

[rbarron]

Quoting - bb_12_bb_12

Is using (?)DGESVD the only way to calculate pseudoinverse for a general (not square) matrix in MKL? Is there a single function that will take let's say a 5x2 matrix and calculate a pseudoinverse?

dgelss

[rbarron · Accepted solution]

dgelss can do the job with one input your matrix, the other the unit matrix

[bb_12_bb_12]

Quoting - rbarron@gsig.com

dgelss can do the job with one input your matrix, the other the unit matrix

Great! Thank you.