invgen: Generalized inverse of a Matrix

In far: Modelization for Functional AutoRegressive Processes

Generalized inverse of a Matrix

Description

Calculates the Moore-Penrose generalized inverse of a matrix X.

Usage

invgen(a, tol)

Arguments

a	Matrix for which the Moore-Penrose inverse is required.
tol	A relative tolerance to detect zero singular values.

Value

A Moore-Penrose generalized inverse matrix for X.

See Also

solve,svd,eigen

Examples

  mat1<-matrix(rnorm(100),ncol=10)
  print(invgen(mat1))

far documentation built on Sept. 17, 2024, 5:08 p.m.