change some .i() matrix inverses to use pinv() instead, in order to allow film...

change some .i() matrix inverses to use pinv() instead, in order to allow film to work with rank deficient design matrices

glim.cc

@@ -84,7 +84,8 @@ namespace FILM {
       int batch_pos = 1;
 
       // pinv(x) = inv(x'x)x'
-      pinv_x = (x.t()*x).i()*x.t();
+      //pinv_x = (x.t()*x).i()*x.t();
+      pinv_x = pinv(x);
 
       // R = I - x*pinv(x)
       Matrix I(sizeTS, sizeTS);
@@ -152,7 +153,7 @@ namespace FILM {
       Tracer ts("Glim::UseGlobalVrow");
 
       // var/e = inv(x'x)x'*V*x*inv(x'x)
-      Matrix corr = pinv_x*V*x*(x.t()*x).i();
+      Matrix corr = pinv_x*V*pinv_x.t();
 
       for(int i = 1; i <= numTS; i++)
 	{

glimGls.cc

@@ -30,7 +30,8 @@ namespace FILM {
   void GlimGls::setData(const ColumnVector& y, const Matrix& x, const int ind)
     {
       // compute b
-      Matrix inv_xx = (x.t()*x).i();
+      //Matrix inv_xx = (x.t()*x).i();
+      Matrix inv_xx = pinv(x.t()*x);
       b.Column(ind) = inv_xx*x.t()*y;
 
       // compute r

glm.cc

@@ -54,7 +54,8 @@ namespace FILM {
       Matrix& d = *x;
       
       // inv_xx = inv(x'x)
-      inv_xx = (d.t()*d).i();
+      // inv_xx = (d.t()*d).i();
+      inv_xx = pinv(d.t()*d);
 
       b = inv_xx*d.t()*(y->Column(1));