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MPINVERT: Moore-Penrose Inverse of a Matrix
02-06-2015, 07:48 PM
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RE: MPINVERT: Moore-Penrose Inverse of a Matrix
(09-01-2014 09:11 PM)Namir Wrote:  In the case of square matrices, how close should the PM pseudo-inverse be to the actual matrix inverse?

Namir

If A is square, and A is invertible, then they should be exactly equal. If A is invertible, then so is A^T and

\[ A^{+} = (A^TA)^{-1} A^{T} = A^{-1} (A^T)^{-1} A^T = A^{-1} \]

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RE: MPINVERT: Moore-Penrose Inverse of a Matrix - Han - 02-06-2015 07:48 PM



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