Generalized inverse of a Matrix

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Description

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

Usage

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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

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