Source code for gpytorch.utils.pinverse

#!/usr/bin/env python3

import torch
from torch import Tensor

from .qr import stable_qr


[docs]def stable_pinverse(A: Tensor) -> Tensor: """Compute a pseudoinverse of a matrix. Employs a stabilized QR decomposition. """ if A.shape[-2] >= A.shape[-1]: # skinny (or square) matrix Q, R = stable_qr(A) return torch.triangular_solve(Q.transpose(-1, -2), R).solution else: # fat matrix Q, R = stable_qr(A.transpose(-1, -2)) return torch.triangular_solve(Q.transpose(-1, -2), R).solution.transpose(-1, -2)