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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 | PINV PINV Moore-Penrose Pseudoinverse
Usage
Calculates the Moore-Penrose pseudoinverse of a matrix.
The general syntax for its use is
y = pinv(A,tol)
or for a default specification of the tolerance tol,
y = pinv(A)
For any m x n matrix A, the Moore-Penrose pseudoinverse
is the unique n x m matrix B that satisfies the following
four conditions
- A B A = A
- B A B = B
- (A B)' = A B
- (B A)' = B A
Also, it is true that B y is the minimum norm, least squares
solution to A x = y. The Moore-Penrose pseudoinverse is computed
from the singular value decomposition of A, with singular values
smaller than tol being treated as zeros. If tol is not specified
then it is chosen as
tol = max(size(A)) * norm(A) * teps(A).
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