Add pinv

README.md

@@ -368,6 +368,7 @@ kron(a, b)
 svd(a, compute_uv=True)
 solve(a, b)
 inv(a)
+pinv(a)
 det(a) 
 logdet(a) 
 expm(a)

lab/linear_algebra.py

@@ -17,6 +17,7 @@
     "svd",
     "solve",
     "inv",
+    "pinv",
     "det",
     "logdet",
     "expm",
@@ -173,6 +174,24 @@ def inv(a):  # pragma: no cover
     """
 
 
+@dispatch
+def pinv(a):  # pragma: no cover
+    """Compute the pseudo-inverse of `a`.
+
+    Args:
+        a (tensor): Matrix to compute pseudo-inverse of.
+
+    Returns:
+        tensor: Pseudo-inverse of `a`.
+    """
+    if B.shape(a, -2) >= B.shape(a, -1):
+        chol = B.chol(B.matmul(a, a, tr_a=True))
+        return B.cholsolve(chol, B.transpose(a))
+    else:
+        chol = B.chol(B.matmul(a, a, tr_b=True))
+        return B.transpose(B.cholsolve(chol, a))
+
+
 @dispatch
 @abstract()
 def det(a):  # pragma: no cover

setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = backends
-version = 1.3.4
+version = 1.3.5
 author = Wessel Bruinsma
 author_email = [email protected]
 description = A generic interface for linear algebra backends

tests/test_linear_algebra.py

@@ -114,6 +114,13 @@ def test_inv(check_lazy_shapes):
     check_function(B.inv, (Matrix(4, 3, 3),))
 
 
+def test_pinv(check_lazy_shapes):
+    a = Matrix(4, 6, 3).np()
+    assert B.shape(B.pinv(a)) == (4, 3, 6)
+    assert B.shape(B.pinv(B.pinv(a))) == (4, 6, 3)
+    approx(a, B.pinv(B.pinv(a)))
+
+
 def test_det(check_lazy_shapes):
     check_function(B.det, (Matrix(),))
     check_function(B.det, (Matrix(4, 3, 3),))