torch_numopt.utils.stability module#

fix_stability(mat)[source]#

Procedure to adjust a matrix by adding a very small value to the diagonal to avoid numerical instability problems.

Parameters:

mat: torch.Tensor: Ill conditioned matrix.

Returns:

fixed_mat: torch.Tensor: (Hopefully) Well conditioned matrix.

fix_cond(mat)[source]#: Check condition number and apply fix_stability if ill-conditioned.

pinv_svd_trunc(mat, thresh=0.0001)[source]#

Procedure to calculate the pseudoinverse of a matrix by using truncated SVD in order to maintain numerical stability.

Parameters:

mat: torch.Tensor: Problematic matrix that we want to invert.
thresh: float: Threshold applied to the S matrix in the SVD procedure.

Returns:

inverted_mat: torch.Tensor: Pseudoinverse of the input matrix.