Re: Calculating a generalized inverse matrix
- From: Allen McIntosh <nospam@xxxxxxxxxxxxxxxx>
- Date: Mon, 12 Nov 2007 21:21:10 -0500
Gary wrote:
On Nov 12, 9:25 am, Ying-Foon Chow <yfchow.c...@xxxxxxxxx> wrote:I'd appreciate if someone can tell me if I could find a (generalized)I must be missing something. why not just use MINVERSE?
inverse matrix of a singular matrix using Excel. Specifically, I have
a square matrix, say 10 by 10, but I know the rank of the matrix is
8.
Still, I need to find its "inverse" in order to construct a statistic.
see
http://www.stanford.edu/~wfsharpe/mia/mat/mia_mat4.htm
As the OP says, the matrix is 10x10 but only has rank 8. The Stanford web page says specifically that MINVERSE() requires an "invertible" (i.e. non-singular) matrix.
Paige Miller's advice is probably best, but if that's not possible then ask if you really need to compute the inverse explicitly. If all you are going to use it to compute a couple of matrix-vector products, you can often find a way to compute those without computing the (generalized) inverse first.
.
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