DSP Blockset

Pseudoinverse

Compute the Moore-Penrose pseudoinverse of a matrix.

Library

Math Functions / Matrices and Linear Algebra / Matrix Inverses

Description

The Pseudoinverse block computes the Moore-Penrose pseudoinverse of input matrix A.

[U,S,V] = svd(A,0)           % Equivalent MATLAB code

The pseudoinverse of A is the matrix A⁺ such that

where U and V are orthogonal matrices, and S is a diagonal matrix. The pseudoinverse has the following properties:

• AA⁺ = (AA⁺)^*
• A⁺A = (A⁺A)^*
• AA⁺A = A
• A⁺AA⁺ = A⁺

The output is always sample-based.

Dialog Box

References

Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.

See Also

Cholesky Inverse	DSP Blockset
LDL Inverse	DSP Blockset
LU Inverse	DSP Blockset
Singular Value Decomposition	DSP Blockset
inv	MATLAB

See Inverting Matrices for related information.

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