mginv {multcomp}R Documentation

Generalized Inverse of a Matrix

Description

Calculates the Moore-Penrose generalized inverse of a matrix X.

Usage

mginv(X, tol=sqrt(.Machine$double.eps))

Arguments

X Matrix for which the Moore-Penrose inverse is required.
tol A relative tolerance to detect zero singular values.

Value

A MP generalized inverse matrix for X.

References

Venables & Ripley, Chapter 2. Copied from package VR.

See Also

solve, svd, eigen

Examples

## 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)
[Package multcomp version 0.4-8 Index]