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Home MathPack Math2 Procedures and Functions PseudoInverse
See also: SingValDecomp, Invert (Matrix) 

PseudoInverse

Unit: SDL_math2
Class: none
Declaration: function PseudoInverse (InMat: TMatrix; var PsInv: TMatrix; tol: double): boolean;

The function PseudoInverse calculates the Moore-Penrose inverse (also known as pseudoinverse or general inverse) of the matrix InMat. The resulting pseudoinverse is returned in the variable parameter PsInv. The parameter tol controls the threshold below which a near-singular value is considered to be zero. The function returns a TRUE value if the calculation of the pseudoinverse was successful (i.e. if the singular value decomposition used for the calculation of the pseudoinverse converged).

 

Hint: Setting tol to 0.0 automatically defaults to a tolerance threshold which is derived from the machine precision, the degeneracy of the matrix InMat and the size of InMat. So in most cases, setting tol = 0.0 would be a good choice.


Last Update: 2023-Feb-06