Function Svd-Matrix-Inverse

Part of:

package cl-mathstats
( svd-matrix-inverse < a > &optional < singularity-threshold > )
Use singular value decomposition to compute the inverse of `A.' If an exact inverse is not possible, then zero the otherwise infinite inverted singular value and compute the inverse. The inverse is returned; `A' is not destroyed. If you're using this to solve several systems of equations, you're better off computing the singular value decomposition and using it several times, because this function computes it anew each time.