- #1
Cyrus
- 3,238
- 16
Hi, I need help with the pseudoinverse. I would like to know what it is and what it does. From what I've found on websites, you can find the inverse of a nonsquare matrix. My book, "Linear Algebra and its applications" by David Lay, says that the reduced singualr value decomposition can be written as:
[tex] A = U_r (D)V_r^T [/tex]
and that the pseudo inverse can be written as:
[tex] A^+ = V_r (D^-^1) U_r^T [/tex].
It looks as if the author simply did the inverse of A to get the pseudoinevrese. But how could he do that when A is rectangular?
Thank you,
Cyrus
[tex] A = U_r (D)V_r^T [/tex]
and that the pseudo inverse can be written as:
[tex] A^+ = V_r (D^-^1) U_r^T [/tex].
It looks as if the author simply did the inverse of A to get the pseudoinevrese. But how could he do that when A is rectangular?
Thank you,
Cyrus