Generalized Inverse of a Matrix

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

ginv(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, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S-PLUS. Fourth Edition. Springer.

See also

solve, svd, eigen