Inv.proj.matrix.sdp {LDcorSV} | R Documentation |
This function computes the Moore-Penrose pseudo-inverse of a symetric matrix. A single value decomposition is performed, the non positive eigen values are set to zero, then the pseudo-inverse is computed.
Inv.proj.matrix.sdp(matrix)
matrix |
symmetric matrix |
The returned value is the pseudo-inverse matrix.
David Desrousseaux, Florian Sandron, Aurélie Siberchicot, Christine Cierco-Ayrolles and Brigitte Mangin
data(data.test)
V.WAIS <- data.test[[2]]
Inv.V.WAIS <- Inv.proj.matrix.sdp(V.WAIS)
Inv.V.WAIS