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

[Angharad]

I'm having a little play with PDL at the moment. Neat but I was wondering if anyone knew of a way in which you can invert a matrix that isnt square.
There is a function in MatLab called pinv which will invert a rectangular matrix. Perhaps there is something similar offered in PDL?
Or, if not, does anyone know of another way to implement this using Perl?

[gjb]

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-

[etj]

As noted at Re: Pseudoinversing matrix .. is this correct?, PDL::LinearAlgebra has a pseudo-inverse function.