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moorepenrose(A), A a real matrix with no MISSING values

Keywords: matrices, generalized inverse
B <- moorepenrose(A), where A is a real matrix with no MISSING values
computes the Moore-Penrose inverse of a A.

B satisfies A %*% B %*% A = A and B %*% A %*% B = B.

When A is square and non-singular B = solve(A).

When A is m by n, B is n by m.  When m >= n and a is full rank b is
solve(a %c% a, a').

The result is computed from the singular value decomposition of A.

See also solve(), svd().

Gary Oehlert 2003-01-15