mpinv: Moore Penrose inverse

In TRSbook: Functions and Datasets to Accompany the Book "The R Software: Fundamentals of Programming and Statistical Analysis"

Description

Computes the Moore Penrose inverse of a matrix

Usage

mpinv(M,eps=1e-13)

Arguments

M	a matrix
eps	real precision

Value

The Moore-Penrose inverse of M

Author(s)

Lafaye de Micheaux Pierre <[e-mail]>, Remy Drouilhet <[e-mail]>, Liquet Benoit <[e-mail]>

References

Chapter 10 (Basic Mathematics: Matrix Operations, Integration, and Optimization) from the book: The R Software, Fundamentals of Programming and Statistical Analysis

Examples

A <- matrix(c(2,3,5,4),nrow=2,ncol=2)
solve(A)
mpinv(A)
B <- matrix(c(4,2,8,4),nrow=2,ncol=2)
# solve(B) # gives an error.
mpinv(B)

TRSbook documentation built on May 2, 2019, 2:45 a.m.