dimforge / dimforge/nalgebra

[feature request] Add pseudo determinant

Open
#1,304 1 comment 0 reactions 0 assignees View on GitHub
Dominant language
Rust
Stars
4.8k
Forks
565
PR merge metrics
No merged PRs in 30d

Description

Related to #78

The [pseudo-determinant](https://en.wikipedia.org/wiki/Pseudo-determinant) is what one would like as the determinant of the pseudo-inverse, i.e., filter the extra zeros.

## Request

Add `pseudo_determinant` to `nalgebra::base::Matrix`.

## Motivation

When fitting a gaussian model with maximum likelihood to data, the covariance matrix may have zeros because there is little variation in the training data. Then, the likelihood needs to be estimated using the pseudo-inverse and pseudo-determinant.

Contributor guide

No contributing guide indexed for this repository

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.