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Mathematics-Online lexicon:
Pseudo-Inverse
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overview
By means of the singular value decomposition
of an
matrix
, the solution of the minimization problem
can be expressed in the form
where
is the so-called pseudo-inverse of
(Moore-Penrose inverse), and
is an
diagonal matrix of the form
containing the inverse values of the singular ones.
see also:
Keyword:
System of equations, linear: least squares problem
Keyword:
Pseudo-inverse
Keyword:
Singular value decomposition
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automatically generated 5/23/2011