https://github.com/cran/pracma
Tip revision: 12e26b7898f3fb6da81e710947bff1bfaf513f81 authored by Hans W. Borchers on 04 March 2022, 09:40:02 UTC
version 2.3.8
version 2.3.8
Tip revision: 12e26b7
pinv.R
##
## p i n v . R Pseudoinverse (Moore-Penrose Generalized Inverse)
##
pinv <- function (A, tol = .Machine$double.eps^(2/3)) {
stopifnot(is.numeric(A) || is.complex(A), is.matrix(A))
s <- svd(A)
# D <- diag(s$d); Dinv <- diag(1/s$d)
# U <- s$u; V <- s$v
# A = U D V'
# X = V Dinv U'
if (is.complex(A)) s$u <- Conj(s$u)
p <- ( s$d > max(tol * s$d[1], 0) )
if (all(p)) {
mp <- s$v %*% (1/s$d * t(s$u))
} else if (any(p)) {
mp <- s$v[, p, drop=FALSE] %*% (1/s$d[p] * t(s$u[, p, drop=FALSE]))
} else {
mp <- matrix(0, nrow=ncol(A), ncol=nrow(A))
}
return(mp)
}