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]