Hi, I need help with the pseudoinverse. I would like to know what it is and what it does. From what ive 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:(adsbygoogle = window.adsbygoogle || []).push({});

[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

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# Help with the pseudoinverse

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