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drain
2001 Oct 18
0
General Matrix Inverse
Generalised Inverse:
The Moore-Penrose Generalisied Inverse is probably better defined as a
pseudo-Inverse that arises in solving least squares problems.
Another well known pseudo-Inverse is the so-called Drazin pseudo-Inverse.
If memory serves (and it's been 10-12 years!) it can be obtained via a
diagonalisation.
Anyway, I dare say Prof. Ripley (among others) probably has "all the
low-down" on this stuff.
Gerard...