Library: | xplore |
See also: | inv svd |
Quantlet: | ginv | |
Description: | calculates a pseudo-inverse of x, such that x*ginv(x)*x = x. |
Usage: | xginv = ginv(x) | |
Input: | ||
x | n x p matrix to be inverted | |
Output: | ||
xginv | p x n matrix, a pseudo-inverse of x |
library("xplore") x1 = #(1, 2, 3) x2 = #(1.0001, 2, 3) x = x1~x2 ; define 2 x 3 matrix ginv(x) x*ginv(x)*x - x ; check the result
Contents of xginv [1,] -10000 1538.6 2307.9 [2,] 10000 -1538.5 -2307.7 Contents of _tmp [1,] -4.5408e-13 -4.5497e-13 [2,] -9.0949e-13 -9.1038e-13 [3,] -3.638e-12 -3.6393e-12