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windows default iconPseudo-inverse Publisher's description

Factorize a matrix for pseudo-inverse calculation purpose

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.

System Requirements:

В· MATLAB 7.9 (2009b)
Program Release Status:
Program Install Support: Install and Uninstall

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