@Override
public boolean setA(DenseMatrix64F A) {
pinv.reshape(A.numCols, A.numRows, false);
if (!svd.decompose(A)) return false;
DenseMatrix64F U_t = svd.getU(null, true);
DenseMatrix64F V = svd.getV(null, false);
double[] S = svd.getSingularValues();
int N = Math.min(A.numRows, A.numCols);
// compute the threshold for singular values which are to be zeroed
double maxSingular = 0;
for (int i = 0; i < N; i++) {
if (S[i] > maxSingular) maxSingular = S[i];
}
double tau = threshold * Math.max(A.numCols, A.numRows) * maxSingular;
// computer the pseudo inverse of A
for (int i = 0; i < N; i++) {
double s = S[i];
if (s < tau) S[i] = 0;
else S[i] = 1.0 / S[i];
}
// V*W
for (int i = 0; i < V.numRows; i++) {
int index = i * V.numCols;
for (int j = 0; j < V.numCols; j++) {
V.data[index++] *= S[j];
}
}
// V*W*U^T
CommonOps.mult(V, U_t, pinv);
return true;
}
