Optimize pseudo_inverse_stacked performance: fix double AAt computation and eigenvalue calculation #123
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…in pseudo_inverse_stacked - Remove duplicate AAt matrix multiplication (lines 37-38) - Replace full eigendecomposition with matrix 2-norm for largest eigenvalue - Expected improved performance (for me it was 20%-40% less time for computation).
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Summary
Fixes two major performance bottlenecks in
pseudo_inverse_stacked()that impact computation time for medium to large matrices.Changes
AAt = Adot.values @ Adot.values.Ton lines 37-38np.linalg.eig(AAt)[0][0].real→np.linalg.norm(AAt, ord=2)Related Issues
Addresses performance concerns with large sensitivity matrices in inverse problem solving.