Pseudoinverse of a square matrix — solve

This function computes the Moore-Penrose pseudoinverse of a square matrix using singular value decomposition.

Usage

solve_svd(x, tolerance = 2.220446e-16)

Arguments

x: A square matrix
tolerance: The tolerance to consider an eigenvalue equals to zero.

Value

A matrix with the same dimension of x.

Author

Tiago Olivoto, tiagoolivoto@gmail.com

Examples

# \donttest{
library(metan)
mat <- matrix(c(1, 4, 2, 8), ncol = 2)
det(mat)
#> [1] 0
solve_svd(mat)
#>            [,1]       [,2]
#> [1,] 0.01176471 0.04705882
#> [2,] 0.02352941 0.09411765
# }