Codes for the SVD

import numpy as np
# SVD inversion
def SVDinv(A):
    ''' Takes as input a numpy matrix A and returns inv(A) based on singular value decomposition (SVD).
    SVD is numerically more stable than the inversion algorithms provided by
    numpy and scipy.linalg at the cost of being slower.
    '''
    U, s, VT = np.linalg.svd(A)
#    print('test U')
#    print( (np.transpose(U) @ U - U @np.transpose(U)))
#    print('test VT')
#    print( (np.transpose(VT) @ VT - VT @np.transpose(VT)))
    print(U)
    print(s)
    print(VT)

    D = np.zeros((len(U),len(VT)))
    for i in range(0,len(VT)):
        D[i,i]=s[i]
    UT = np.transpose(U); V = np.transpose(VT); invD = np.linalg.inv(D)
    return np.matmul(V,np.matmul(invD,UT))


X = np.array([ [1.0, -1.0, 2.0], [1.0, 0.0, 1.0], [1.0, 2.0, -1.0], [1.0, 1.0, 0.0] ])
print(X)
A = np.transpose(X) @ X
print(A)
# Brute force inversion of super-collinear matrix
#B = np.linalg.inv(A)
#print(B)
C = SVDinv(A)
print(C)

The matrix \( \boldsymbol{X} \) has columns that are linearly dependent. The first column is the row-wise sum of the other two columns. The rank of a matrix (the column rank) is the dimension of space spanned by the column vectors. The rank of the matrix is the number of linearly independent columns, in this case just \( 2 \). We see this from the singular values when running the above code. Running the standard inversion algorithm for matrix inversion with \( \boldsymbol{X}^T\boldsymbol{X} \) results in the program terminating due to a singular matrix.