8000 MAINT: Fix the cutoff value inconsistency for pinv2 and pinvh by ilayn · Pull Request #10067 · scipy/scipy · GitHub
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MAINT: Fix the cutoff value inconsistency for pinv2 and pinvh #10067

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Merged
merged 7 commits into from
Apr 25, 2019
Merged

MAINT: Fix the cutoff value inconsistency for pinv2 and pinvh #10067

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0f4c793
MAINT: Fix the cutoff value inconsistency for pinv2
ilayn Apr 16, 2019
e2e1776
MAINT: Fix cond value of pinv
ilayn Apr 16, 2019
45d4654
TST: DOC: add comparison test and versionchanged
ilayn Apr 22, 2019
43e62e7
TST: Relax the pinv(2) test tolerance
ilayn Apr 22, 2019
57bf302
MAINT:TST: Fixed valid cond value branch
ilayn Apr 24, 2019
4795be9
DOC: Reworded pinv, pinv2, pinvh cond/rcond parameters
ilayn Apr 24, 2019
d0c05a5
DOC: Reword pinv, pinv2 cond/rcond parameters
ilayn Apr 25, 2019
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MAINT: Fix cond value of pinv
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@ilayn
ilayn committed Apr 16, 2019
commit e2e1776f29cc3a403b45d3a1e31b39c59b996fb9
11 changes: 6 additions & 5 deletions scipy/linalg/basic.py
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Expand Up @@ -1257,10 +1257,9 @@ def pinv(a, cond=None, rcond=None, return_rank=False, check_finite=True):
Matrix to be pseudo-inverted.
cond, rcond : float, optional
8000 Cutoff for 'small' singular values in the least-squares solver.
Singular values smaller than ``rcond * largest_singular_value``
are considered zero.
If None, it is set to ``np.finfo(a.dtype).eps``.
If `a` is an array of integers, it is set to ``np.finfo('float64').eps``.
Singular values smaller than ``max(M, N) * eps`` are considered zero
where ``eps`` is the corresponding machine precision value of the
datatype of ``a``.
return_rank : bool, optional
if True, return the effective rank of the matrix
check_finite : bool, optional
Expand Down Expand Up @@ -1293,7 +1292,9 @@ def pinv(a, cond=None, rcond=None, return_rank=False, check_finite=True):
"""
a = _asarray_validated(a, check_finite=check_finite)
b = np.identity(a.shape[0], dtype=a.dtype)
if rcond is not None:
if rcond is None:
cond = max(a.shape) * np.spacing(a.real.dtype.type(1))
else:
cond = rcond

x, resids, rank, s = lstsq(a, b, cond=cond, check_finite=False)
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