mpinv {cml}R Documentation

Moore-Penrose Inverse

Description

Computes the Moore-Penrose inverse (a.k.a., generalized inverse or pseudoinverse) of a matrix based on singular-value decomposition (SVD).

Usage

mpinv(A, eps = sqrt(.Machine$double.eps))

Arguments

A

a matrix of real numbers.

eps

a threshold (to be multiplied with the largest singular value) for dropping SVD parts that correspond to small singular values.

Value

the Moore-Penrose inverse.

Author(s)

Anh Tuan Bui

Examples

mpinv(2*diag(4))

[Package cml version 0.2.2 Index]