[R] Matrix inverse

[Alberto Murta]

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  
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