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+--- Thread: (38G) Penrose Pseudoinverse (/thread-15567.html)
(38G) Penrose Pseudoinverse - Gerald H - 09-11-2020 06:41 PM
The programme PSEUDOINV finds the Penrose pseudoinverse of M1 & stores the result in M2.
See
https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_inverse#Construction
for info on the matter.
Prime users should see
https://www.hpmuseum.org/forum/thread-2633.html?highlight=penrose
Code:
PSEUDOINV
SIZE(M1):
LSQ(IDENMAT(Ans(1)),M1) ►M2: