Re: pseudo inverse


In article <pan.2006.01.16.14.06.20.400720@xxxxxxxxxxxxxx>,
Andreas Schulze <andreas.schulze@xxxxxxxxxxxxxx> writes:
>Dear all,
>
>do you know a c library to calculate a (pseudo)-inverse of a matrix?
>Can I do this with lapack?
>
>Best regards
>Andreas

you get the (Moore-Penrose-)pseudoinverse easily from the singular value
decomposition

A=U*S*V' U and S unitaruy and S diagoanl and of the same shape as A
=>
A^# = V*S^#*U' and diag(S^#_{ii] = 1/S_{ii} if S_ii not=0 and 0 otherwise)

and for this one there are several choices in c available.
for example
in http:/www.netlib.org/c/meschach
http://www.netlib.org/clapack
in "numerical recipes in c"
hth
peter

.

Relevant Pages