I'm trying to write some code to calculate the Moore-Penrose Pseudo-inverse Matrix of a matrix (strangely enough :) ).
B is the pseudo-inverse of A if the following terms are true.
A.B.A = A
B.A.B = B
A(transposed) = A
B(transposed) = B
I was wondering what the best way to tackle this might be. I'm familisising myself with PDL which is good because it allows me to transpose matrices very easily. I was thinking in terms of something like this
($flag) = Inverseinv(A) # A being a matrix
if(Inversepinv == 1)
{
B = A # where B is the transpose of A
}
The Inverseinv function would then do the tests to see if B does equal A as set up above.
As someone relatively inexperienced, I am just asking if this is the best way to go about solving this task and if not, any suggestions as to how else I could tackle it would be much appreciated. I'm not necessarily asking for code by the way, just suggestions, but if you have a snippet or two, that would obviously be appreciated too.
Thanks in advance.