PseudoInverse

PseudoInverse[m] finds the pseudoinverse of a rectangular matrix.

PseudoInverse works on both symbolic and numerical matrices.

For numerical matrices, PseudoInverse[m, Tolerance -> t] specifies that singular values smaller than t times the maximum singular value are to be removed.

The default setting Tolerance -> Automatic typically takes t to be where is the numerical precision of the input.

For non-singular square matrices , the pseudoinverse is equivalent to the standard inverse.

See The Mathematica Book: Section 3.7.10.

See also: Inverse, SingularValues, Fit.

Related package: LinearAlgebra`Cholesky`.

Further Examples