ginv function

G inverse

Calculates the g-inverse of a squared matrix using the eigen decomposition and removing the eigenvalues smaller than a tolerance.

ginv(X, tol = sqrt(.Machine$double.eps))

Arguments

• X: Matrix to calculate the g-inverse
• tol: Tolerance.

Details

The function is useful to avoid singularities.

Returns

Returns the g-inverse

Author(s)

Jose Luis Vicente Villardon

Examples

data(iris)
x=as.matrix(iris[,1:4])
S= t(x) 
ginv(S)