This function computes the Moore-Penrose pseudo-inverse of a symetric matrix.
A single value decomposition is performed, the non positive eigen values are set to zero, then the pseudo-inverse is computed.
Usage
Inv.proj.matrix.sdp(matrix)
Value
The returned value is the pseudo-inverse matrix.
Arguments
matrix
symmetric matrix
Author
David Desrousseaux, Florian Sandron, Aurélie Siberchicot, Christine Cierco-Ayrolles and Brigitte Mangin