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solve_symmetric_pseudoinverse

Function solve_symmetric_pseudoinverse 

Source
fn solve_symmetric_pseudoinverse(g: &[Vec<f64>], h: &[f64]) -> Vec<f64>
Expand description

Solve a symmetric positive semi-definite system via eigendecomposition with thresholding.

Computes the pseudo-inverse solution: x = V * diag(1/λ, thresholded) * V^T * h where G = V Λ V^T is the eigendecomposition. Small eigenvalues (< threshold * max_eigenvalue) are zeroed, matching Julia’s SVD-based approach for handling rank-deficient systems.