Pseudo-inverse Publisher's description
from Bruno Luong
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.
В· MATLAB 7.9 (2009b)
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