mpinv: Moore-Penrose Inverse
Description
Computes the Moore-Penrose inverse (a.k.a., generalized inverse or pseudoinverse) of a matrix based on singular-value decomposition (SVD).
Usage
mpinv(A, eps = sqrt(.Machine$double.eps))
Value
the Moore-Penrose inverse.
Arguments
- A
a matrix of real numbers.
- eps
a threshold (to be multiplied with the largest singular value) for dropping SVD parts that correspond to small singular values.