pinvh#
- scipy.linalg.pinvh(a, atol=None, rtol=None, lower=True, return_rank=False, check_finite=True)[source]#
Compute the (Moore-Penrose) pseudo-inverse of a Hermitian matrix.
Calculate a generalized inverse of a complex Hermitian/real symmetric matrix using its eigenvalue decomposition and including all eigenvalues with ‘large’ absolute value.
The documentation is written assuming array arguments are of specified “core” shapes. However, array argument(s) of this function may have additional “batch” dimensions prepended to the core shape. In this case, the array is treated as a batch of lower-dimensional slices; see Batched Linear Operations for details.
- Parameters:
- a(N, N) array_like
Real symmetric or complex hermetian matrix to be pseudo-inverted
- atolfloat, optional
Absolute threshold term, default value is 0.
Added in version 1.7.0.
- rtolfloat, optional
Relative threshold term, default value is
N * eps
whereeps
is the machine precision value of the datatype ofa
.Added in version 1.7.0.
- lowerbool, optional
Whether the pertinent array data is taken from the lower or upper triangle of a. (Default: lower)
- return_rankbool, optional
If True, return the effective rank of the matrix.
- check_finitebool, optional
Whether to check that the input matrix contains only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs.
- Returns:
- B(N, N) ndarray
The pseudo-inverse of matrix a.
- rankint
The effective rank of the matrix. Returned if return_rank is True.
- Raises:
- LinAlgError
If eigenvalue algorithm does not converge.
See also
pinv
Moore-Penrose pseudoinverse of a matrix.
Examples
For a more detailed example see
pinv
.>>> import numpy as np >>> from scipy.linalg import pinvh >>> rng = np.random.default_rng() >>> a = rng.standard_normal((9, 6)) >>> a = np.dot(a, a.T) >>> B = pinvh(a) >>> np.allclose(a, a @ B @ a) True >>> np.allclose(B, B @ a @ B) True