dot-mpinv: Helper function for pseudoinverse

In sstoeckl/uncertaintymeasures: Functions to create uncertainty measures using turbulence

Description

Calculate the Penrose-Moore pseudoinverse based on adjusting the eigenvalues of the matrix

Usage

.mpinv(A, eps = 1e-13)

Arguments

A,	Any matrix that you wish to invert
eps	optional, the level of tolerance to use

Examples

A1 <- matrix(2,1,1)
.mpinv(A1)
A2 <- 3
.mpinv(A2)
A3 <- matrix(c(2,0.1,0.3,0.1,1,0.5),2,3)
.mpinv(A3)
round(A3%*%.mpinv(A3),2)

sstoeckl/uncertaintymeasures documentation built on Nov. 7, 2021, 5:20 p.m.