Linear Algebra and the C Language/a03k


Become Familiar with the concept of pseudo-inverse.

In mathematics, and in particular, algebra, a generalized inverse (or, g-inverse) of an element x is an element y that has some properties of an inverse element but not necessarily all of them... Wikipedia: Generalized inverse

You have the left inverse, when the matrix is ​​square or has more rows than columns. You have the right inverse, when the matrix is ​​not square or has more columns than rows.

The left inverse of A: Pinv_Rn_mR(); (More Rows than columns.)

The right inverse of A: Pinv_Cn_mR(); (More Columns than rows.)

Code study

The code



The left Inverse with: inv(A_TA) A_T

You can use the inverse function and the transpose function to compute the left inverse of a matrix.

Use inv(A_TA)*A_T to calculate:

The right Inverse with: A_T inv(AA_T)

You can use the inverse function and the transpose function to compute the right inverse of a matrix.