[ublas] [GSoC 2019] Matrix pseudoinverse and Least squares solver

Subject: [ublas] [GSoC 2019] Matrix pseudoinverse and Least squares solver
From: Thomas Yang (ThomasYang_at_[hidden])
Date: 2019-04-01 22:09:56

Hi all,

I was investigating some methods to perform least squares algorithms, and I
noticed we currently do not have methods of doing so in the development
branch.

To the extent of my knowledge, we also do not have a method of determining
matrix inverses or pseudoinverse. All of the existing implementations I
found (e.g. rTensor) of CP decomposition have a method of determining a
matrix's pseudoinverse.

For GSoC, I initially based my proposal around implementing tensor
decomposition algorithms. However, would it be a better choice to focus
more on least squares methods like QR-factorization” And SVD? Furthermore,
was this already attempted in a past GSoC project?

Thanks,

Thomas