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Moore-Penrose inverse

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dmbates
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Moore-Penrose inverse

Wed Jun 22, 2011 4:18 pm
I thought that I remembered a thread either in this forum or on the mailing list regarding the Moore-Penrose inverse (also called the pseudoinverse). I can't seem to locate such a topic, however. Before I recreate such code, can anyone tell me if it has already been implemented and, if so, where I would find it? I would have thought the SVD module but I don't see it there.
eudoxos
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Re: Moore-Penrose inverse

Mon Jun 27, 2011 1:47 pm
See http://listengine.tuxfamily.org/lists.t ... reads.html, the whole thread "How about pseuodinverse?" has several different implementations.
di4jc8732
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Re: Moore-Penrose inverse

Fri Jul 08, 2011 6:57 pm
You probably already know this but using pseudo inverse in numerical computation is really bad. It is one of few cases of: you will NEVER get close to the correct answer.


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