C++ library includes pseudo-inverse of a matrix?

Question

I'm looking for a C++ library that includes pinv (pseudo inverse matrix operation in MATLAB). I tried to use Armadillo but it lacks of Multi-threaded debug DLL(/MDd), but I need that type of lib for my project . check this.

I would be happy if you can share that version of lib or propose an alternative and lightweight library.

I'm pretty sure that [boost linear](http://www.boost.org/doc/libs/1_51_0/libs/numeric/ublas/doc/index.htm) will have something you need. Just check it out. — Armen Tsirunyan, Oct 08 '12 at 11:49

sgarizvi · Accepted Answer · 2013-01-21T20:57:27.723

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You can use cv::invert function of OpenCV to calculate pseudo-inverse of a matrix.

The library is multi threaded, and uses Intel Thread Building Blocks to accelerate processing.

edited Jan 21 '13 at 20:57

answered Oct 08 '12 at 11:51

sgarizvi

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score 1 · Answer 2 · answered Oct 23 '12 at 14:50

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Armadillo will happily use multi-threaded LAPACK libraries. Instead of using standard LAPACK, it's simply a matter of linking with a version of LAPACK that has multi-threading. For example, Intel's Math Kernel Library (MKL).

answered Oct 23 '12 at 14:50

mtall

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C++ library includes pseudo-inverse of a matrix?

2 Answers2