g2inv: Generalized type 2 inverse matrix, g2 inverse

In sasLM: 'SAS' Linear Model

Generalized type 2 inverse matrix, g2 inverse

Description

A generalized inverse is usually not unique. Some programs use this algorithm to get a unique generalized inverse matrix. This uses the SWEEP operator and works for non-square matrices also.

Usage

  g2inv(A, eps=1e-08) 

Arguments

A	a matrix to be inverted
eps	A value less than this is considered zero.

Details

See 'SAS Technical Report R106, The Sweep Operator: Its Importance in Statistical Computing' by J. H. Goodnight for details.

Value

g2 inverse

Author(s)

Kyun-Seop Bae [e-mail]

References

Searle SR, Khuri AI. Matrix Algebra Useful for Statistics. 2e. John Wiley and Sons Inc. 2017.

See Also

G2SWEEP

Examples

  A = matrix(c(1, 2, 4, 3, 3, -1, 2, -2, 5, -4, 0, -7), byrow=TRUE, ncol=4) ; A
  g2inv(A)

sasLM documentation built on June 15, 2026, 9:07 a.m.