ginv

0th

Percentile

Calculates the Moore-Penrose generalized inverse of a matrix X.

Keywords
algebra
Usage
ginv(X, tol = sqrt(.Machine$double.eps))
Arguments
X
Matrix for which the Moore-Penrose inverse is required.
tol
A relative tolerance to detect zero singular values.
Value

A MP generalized inverse matrix for X.

References

Venables, W. N. and Ripley, B. D. (1999) Modern Applied Statistics with S-PLUS. Third Edition. Springer. p.100.

See Also

solve, svd, eigen

Aliases
  • ginv
Examples
library(MASS) ## Not run: ------------------------------------ # # The function is currently defined as # function(X, tol = sqrt(.Machine$double.eps)) # { # ## Generalized Inverse of a Matrix # dnx <- dimnames(X) # if(is.null(dnx)) dnx <- vector("list", 2) # s <- svd(X) # nz <- s$d > tol * s$d[1] # structure( # if(any(nz)) s$v[, nz] %*% (t(s$u[, nz])/s$d[nz]) else X, # dimnames = dnx[2:1]) # } ## ---------------------------------------------
Documentation reproduced from package MASS, version 7.3-47, License: GPL-2 | GPL-3

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