Function Svd-Inverse-Fast-Df

Part of:

package cl-mathstats
( svd-inverse-fast-df < u > < w > < v > &optional < a-1 > < tmp > )

Computes the inverse of a matrix that has been decomposed into u,&#39; w' and
v&#39; by singular value decomposition. It assumes the small&#39;&#39; elements of w'
have already been zeroed. It computes the inverse by taking advantage of the
known zeros in the full 2-dimensional `w' matrix. It uses the backsubstitution
algorithm, only with the B vectors fixed at the columns of the identity matrix,
which lets us take advantage of its zeros. It's about twice as fast as the slow
version and conses a lot less. Note that if you are computing the inverse
merely to solve one or more systems of equations, you are better off using the
decomposition and backsubstitution routines directly.