Error in pinv for non invertible matrixes

[raggaraluz]

For matrices which are not invertible, the pinv method is returning unstable values (~1e16)

e.g. pinv(DenseMatrix((0.1, 0.1, 0.0), (0.1, 0.1, 0.0), (0.0, 0.0, 0.0))) is giving as result ((5.0952413380206152E16 , -5.0952413380206152E16 , 0.0), (-5.0952413380206168E16, 5.0952413380206168E16, 0.0), (0.0, 0.0, 0.0)).

The result should be something like ((2.5, 2.5, 0.0), (2.5, 2.5, 0), (0.0, 0.0, 0.0))

[raggaraluz]

The issue is that it is comparing the singular values strictly with 0, in order to discard them. There is no any check on precision.

It should be added some rcond precision option, similar as it is done in Numpy: https://numpy.org/doc/stable/reference/generated/numpy.linalg.pinv.html

[dlwh]

Breeze is pretty retired at this point. I'll merge a PR if you or someone wants to submit a fix, but I haven't used Scala in ~4 years now

[raggaraluz]

Hi @dlwh, I just submitted #865, in case you'd like to have a look.