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Moore-Penrose inverse - pseudoinverse Expand / Collapse
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Posted Sunday, March 21, 2004 9:14 PM Post #14
 

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Hi

Is there a way to use Matrix ActiveX Component in order to calculate the Moore-Penrose inverse (pseudoinverse) of a matrix?

Thanks
Posted Monday, March 22, 2004 12:29 AM Post #170
 

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Yes, it canbe done using the singular value decomposition, the SVD method:

A.SVD U, S, V
Set Apinv = V.Times(S.Inverse).Times(U.Transpose)

(Since U is othogonal its transpose equals to its inverse)


Trifon Triantafillidis

Lead Developer

Bluebit Software

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