MPINVERT: Moore-Penrose Inverse of a Matrix

[salvomic]

(08-29-2014 09:30 PM)Eddie W. Shore Wrote:  Also known as a pseudoinverse, the Moore-Penrose inverse of a matrix, denoted by A^+ (capital A with a supersubscript of a plus sign), is an inverse of matrix. ...

hi Eddie,
thank you!
very useful for me.
However I think that the "left" pseudo inverse should me

Code:


IF n==c THEN
RETURN (TRN(mtx)*mtx)^-1*TRN(mtx);

also you could use

Code:


r:=rowDim(mtx);
c:=colDim(mtx);
n:=RANK(mtx);

without calculate at all d:=SIZE(mtx) and so on...
Obviously you should set also
Local r,c,n;

I hope you could appreciate my little two cents

Salvo