pinv: Moore-Penrose pseudo-inverse of a matrix
Description
Moore-Penrose pseudo-inverse of a matrix
Usage
pinv(x, tol = -1)ginv.evgam(x, tol = sqrt(.Machine$double.eps))
Arguments
- x
a matrix
- tol
a scalar
Details
This function is merely a wrapper for Armadillo's pinv function with its
default settings, which, in particular uses the divide-and-conquer
method. If tol isn't provided Armadillo's default for pinv is used.
ginv.evgam mimics ginv using Armadillo's pinv.
References
http://arma.sourceforge.net/docs.html#pinv