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Re: Inversion on a non square matrix using PDL (or similar?)

by gjb (Vicar)
on Jul 28, 2005 at 16:56 UTC ( #479043=note: print w/ replies, xml ) Need Help??


in reply to Inversion on a non square matrix using PDL (or similar?)

You're looking for the Moore-Penrose pseudoinverse. It is defined on MathWorld and is easy to implement for a matrix A as (A^t A)^{-1} A^t where A^t is A transposed, A^t A is a square matrix, (A^t A)^{-1} being its inverse (if it exists).

Hope this helps, -gjb-

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