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## Copyright (C) 1994 John W. Eaton
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by the
## Free Software Foundation; either version 2, or (at your option) any
## later version.
##
## Octave is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
## for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING. If not, write to the Free
## Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
## usage: pinv (X, tol)
##
## Returns the pseudoinverse of X; singular values less than tol are
## ignored.
##
## If the second argument is omitted, it is assumed that
##
## tol = max (size (X)) * sigma_max (X) * eps,
##
## where sigma_max(X) is the maximal singular value of X.
## Author: Kurt Hornik (hornik@neuro.tuwien.ac.at>
## Created: March 1993.
## Adapted-By: jwe
function retval = pinv (X, tol)
if (nargin < 1 || nargin > 2)
error ("usage: pinv (X [, tol])");
endif
[U, S, V] = svd(X);
s = diag(S);
if (nargin == 1)
tol = max (size (X)) * s (1) * eps;
endif
r = sum (s > tol);
if (r == 0)
retval = zeros (X');
else
D = diag (ones (r, 1) ./ s (1:r));
retval = V (:, 1:r) * D * U (:, 1:r)';
endif
endfunction
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