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pinv2

version 1.0.1 (1.69 KB) by Marco Cococcioni
This function computes the Moore-Penrose generalized inverse of a given matrix.

10 Downloads

Updated 01 Jul 2021

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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)

Cite As

Marco Cococcioni (2022). pinv2 (https://www.mathworks.com/matlabcentral/fileexchange/95153-pinv2), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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