Thanks to all. I tried to use pseudo inverse instead. Is there a function in Julia which computes the inverse of a symmetric and singular matrix? Currently, if I tell Julia that my matrix is symmetric, it will not be able to compute the inverse by pinv()
. For example,
a = randn(100)
b = a * transpose(a)
b = Symmetric(b)
pinv(b) * b
I got error
ERROR: MethodError: no method matching svd(::Symmetric{Float64,Array{Float64,2}}; full=false)