Calculation of matrix pseudo-inversion in C ++

Question

I'm looking to calculate the Moore-Penrose pseudo-inversion from a matrix in C ++, can someone point me to a library implementation or a numerical recipe?

Thank!

Answer 1

You need a “Unified Decomposition Value” from which you can find the C implementation here from Numerical Recipes in C.

This other site describes how to use single value decomposition to compute a pseudo-inverse.