Function to compute a Moore-Penrose pseudoinverse of a symmetric matrix using eigen values decomposition.
MP.pseudoinv(x, toler = 1e-7)
A matrix with the Moore-Penrose pseudoinverse of x
.
A symmetric matrix (it is not checked).
Under the eigen values decomposition is computed, all
eigen values smaller in absolute value than toler
are assumed to be zero.
Arnošt Komárek arnost.komarek@mff.cuni.cz