R/mpinv.R

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

Defines functions mpinv

Documented in mpinv

mpinv <- function(M,eps=1e-13) {
  s <- svd(M)
  e <- s$d
  e[e>eps] <- 1/e[e>eps]
  return(s$v%*%diag(e)%*%t(s$u))
}

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