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MATPINV

Matrix PseudoInverse

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Description

The MATPINV Block outputs the inverse of a non square input matrix using the SVD theory. if the SVD decomposition of A is equal to:

A=USV'

The pseudoinverse X of A is given by:

X=VS"U' where S"(i,j)=1/S(i,j) (if S(i,j) =0), U' and V are respectively the transpose of U and V'.

and we have A*X*A=A and X*A*X=X. Both A*X and X*A are Hermitian. A warning message is printed if the input is badly scaled or nearly singular.

When the input is a MxN matrix the output is a NxM matrix.

The equivalent function of this block in Scilab is pinv.

Parameters

Default properties

Interfacing function

Computational function

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