Statistica Visual Basic Library of Matrix Functions - MatrixGeneralPseudolnverse (Matrix, MatrixResult)

Parameter Description
Matrix name of source data matrix (n,m) (see Arrays in functions)
MatrixResult name of destination data matrix (m,n) (see Arrays in functions)

The MatrixGeneralPseudoInverse function will compute the generalized inverse of the specified source Matrix(n,m) (see Arrays in functions) and place the values in the specified destination MatrixResult(m,n). The values in MatrixResult are computed such that Matrix*MatrixResult*Matrix=Matrix and MatrixResult*Matrix*MatrixResult=MatrixResult. Also, Matrix*MatrixResult and MatrixResult*Matrix will be symmetric.

Related topics
MatrixInverse. For more information on using arrays, see Arrays in functions. For a complete list of matrix functions, see Statistica Visual Basic library of matrix functions.