[R] How to get the pseudo left inverse of a singular square matrix?

Feng Zhang f0z6305 at labs.tamu.edu
Thu Aug 14 18:24:06 CEST 2003

Dear R-listers,

I have a dxr matrix Z, where d > r.
And the product Z*Z' is a singular square matrix.
The problem is how to get the left inverse U of this
singular matrix Z*Z', such that
U*(Z*Z') = I?

Is there any to figure it out using matrix decomposition method?

Thanks a lot for your help.


More information about the R-help mailing list