Function Svd-Inverse-Fast-Sf

Part of:

package cl-mathstats
( svd-inverse-fast-sf < u > < w > < v > &optional < #:dims > < a-1 > )
Computes the inverse of a matrix that has been decomposed into `u,' `w' and `v' by singular value decomposition. It assumes the ``small'' 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.