Pseudo-inverse
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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*.
Free download from Shareware Connection - Factorize a matrix for pseudo-inverse calculation purpose
Version: 1.0 | Size: 10 KB | Platform: WinOther
Released Date: | Rating: 0 | Title: Pseudo-inverse
Author Url: http://www.mathworks.com/
Program Info Url: http://www.mathworks.com/
Download Url: http://www.mathworks.com/matlabcentral/fx_files/25453/3/PseudoInverseFolder.zip
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