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Inverse of a singular matrix result in inf #6

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iyabchen opened this issue Jul 16, 2019 · 1 comment
Open

Inverse of a singular matrix result in inf #6

iyabchen opened this issue Jul 16, 2019 · 1 comment

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@iyabchen
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In code K = P*C.transpose()*(C*P*C.transpose() + R).inverse();, the inverse of a matrix might not exist if the matrix is singular, and K is invalid in that case.

@pattylo
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pattylo commented Jun 5, 2022

could try the joseph formulation in that case.

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