pinv2

This function computes the Moore-Penrose generalized inverse of a given matrix.

Y = pinv2(G) produces a matrix Y of the same dimensions as G',

so that G*Y*G = G, Y*G*Y = Y and G*Y and Y*G are Hermitian.

In other words, pinv2 computes the Moore-Penrose generalized inverse

of the matrix G.

This function is expected to be faster than Matlab builtin function pinv,

although probably less robust than it.

This code is a slightly modified version of the one described in the following paper:

P. Courrieu (2005) "Fast Comptuation of Moore-Penrose Inverse Matrices", Neural Information Processing, 8(2)