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2003 Aug 14
2
How to get the pseudo left inverse of a singular square matrix?
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.
Fred