Inv.proj.matrix.sdp {LDcorSV}

Inv.proj.matrix.sdp

Description

This function computes the Moore-Penrose pseudo-inverse of a symetric matrix. A single value decomposition is performed, the non positive eigen values are set to zero, then the pseudo-inverse is computed.

Usage

Inv.proj.matrix.sdp(matrix)

Arguments

matrix

symmetric matrix

Value

The returned value is the pseudo-inverse matrix.

Author(s)

David Desrousseaux, Florian Sandron, Aurélie Siberchicot, Christine Cierco-Ayrolles and Brigitte Mangin

Examples

data(data.test)
V.WAIS <- data.test[[2]]
Inv.V.WAIS <- Inv.proj.matrix.sdp(V.WAIS)
Inv.V.WAIS