[R] Matrix inverse
Alberto Murta
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
svd().
If you have a matrix X, svd(X) will return 1 vector d and 2 matrices u
and v.
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
__________________ Alberto G. Murta ______________________
IPIMAR - Institute of Fisheries and Sea Research
Avenida de Brasilia; 1449-006 Lisboa; Portugal
Tel:351 213027062; Fax:351 213015948; http://www.ipimar.pt
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