pinv: Moore-Penrose pseudo-inverse of a matrix

In mlesnoff/rchemo: Dimension reduction, Regression and Discrimination for Chemometrics

Moore-Penrose pseudo-inverse of a matrix

Description

Calculation of the Moore-Penrose (MP) pseudo-inverse of a matrix X.

Usage

pinv(X, tol = sqrt(.Machine$double.eps))

Arguments

X	X-data (n, p).
tol	A relative tolerance to detect zero singular values.

Value

A list of outputs, such as:

Xplus

The MP pseudo-inverse.

Examples

n <- 7 ; p <- 4
X <- matrix(rnorm(n * p), ncol = p)
y <- rnorm(n)

pinv(X)

tcrossprod(pinv(X)$Xplus, t(y))
lm(y ~ X - 1)

mlesnoff/rchemo documentation built on April 15, 2023, 1:25 p.m.