ginv {MASS} | R Documentation |
Calculates the Moore-Penrose generalized inverse of a matrix
X
.
ginv(X, tol = sqrt(.Machine$double.eps))
X |
Matrix for which the Moore-Penrose inverse is required. |
tol |
A relative tolerance to detect zero singular values. |
A MP generalized inverse matrix for X
.
Venables, W. N. and Ripley, B. D. (1999) Modern Applied Statistics with S-PLUS. Third Edition. Springer. p.100.
## Not run: # The function is currently defined as function(X, tol = sqrt(.Machine$double.eps)) { ## Generalized Inverse of a Matrix dnx <- dimnames(X) if(is.null(dnx)) dnx <- vector("list", 2) s <- svd(X) nz <- s$d > tol * s$d[1] structure( if(any(nz)) s$v[, nz] %*% (t(s$u[, nz])/s$d[nz]) else X, dimnames = dnx[2:1]) } ## End(Not run)