ginv

0th

Percentile

Generalized Inverse of a Matrix

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.

solve, svd, eigen