g2inv: Generalized type 2 inverse matrix, g2 inverse

In sasLM: 'SAS' Linear Model

Generalized type 2 inverse matrix, g2 inverse

Description

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

Usage

  g2inv(A, eps=1e-08) 

Arguments

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

Details

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

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 Oct. 2, 2024, 9:06 a.m.