function X = spm_pinv(A,TOL) % pseudo-inverse for sparse matrices % FORMAT X = spm_pinv(A,TOL) % % A - matrix % TOL - Tolerance to force singular value decomposition % X - generalised inverse %__________________________________________________________________________ % Copyright (C) 2008 Wellcome Trust Centre for Neuroimaging % Karl Friston % $Id: spm_pinv.m 5877 2014-02-11 20:03:34Z karl $ % check A %-------------------------------------------------------------------------- [m,n] = size(A); if isempty(A), X = sparse(n,m); return, end % try generalised inverse %-------------------------------------------------------------------------- if nargin < 2 sw = warning('off','MATLAB:nearlySingularMatrix'); warning('off', 'MATLAB:singularMatrix'); X = spm_inv(A'*A); warning(sw); % check everything is finite %---------------------------------------------------------------------- if all(isfinite(X(:))) X = X*A'; return end end % pseudo-inverse %-------------------------------------------------------------------------- [U,S,V] = spm_svd(A,0); S = full(diag(S)); if nargin < 2, TOL = max(m,n)*eps(max(S)); end % tolerance %------------------------------------------------------_------------------- r = sum(abs(S) > TOL); if ~r X = sparse(n,m); else i = 1:r; S = sparse(i,i,1./S(i),r,r); X = V(:,i)*S*U(:,i)'; end