[R] Matrix inverse
amurta at ipimar.pt
Fri Apr 28 21:18:02 CEST 2000
Patrik Waldmann wrote:
> I haven't found a function that directly calculates the matrix inverse, does it exist? Otherwise what would be the fastest way to do it?
You can use solve(), or if your matrix is not square, you can calculate
the generalised inverse using the singular value decomposition function
If you have a matrix X, svd(X) will return 1 vector d and 2 matrices u
The inverse of X is then the matrix calculated as v%*%diag(1/d)%*%t(u).
If any element of vector d is 0, then replace the corresponding element
in diag(1/d) by 0.
__________________ Alberto G. Murta ______________________
IPIMAR - Institute of Fisheries and Sea Research
Avenida de Brasilia; 1449-006 Lisboa; Portugal
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