Pseudo-inverseFactorize a matrix for pseudo-inverse calculation purpose | |
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Pseudo-inverse Ranking & Summary
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- License:
- BSD License
- Publisher Name:
- Bruno Luong
- Operating Systems:
- Windows All
- File Size:
- 5 KB
Pseudo-inverse Tags
Pseudo-inverse Description
With Pseudo-inverse you can factorize a matrix for pseudo-inverse to solve the normal equation: A*x = b There are two advantages of pseudo-inverse compared to MATLAB pinv: PINV requires costly SVD PINV does not operated with sparse matrix. The solution x minimize the 2-norm of the residual |Ax - b|. In case of underdetermined system, i.e., rank(A) < length(x), the solution returned by pseudoinverse(A)*b is the least 2-norm among all solutions. Note that this property does *not* meet if backslash operator is used: x = A.
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