DSP Blockset

Pseudoinverse

Compute the Moore-Penrose pseudoinverse of a matrix.

Library

Math Functions / Matrices and Linear Algebra / Matrix Inverses

Description

The Pseudoinverse block computes the Moore-Penrose pseudoinverse of input matrix A.

• [U,S,V] = svd(A,0)           % Equivalent MATLAB code
  

The pseudoinverse of A is the matrix A⁺ such that

where U and V are orthogonal matrices, and S is a diagonal matrix. The pseudoinverse has the following properties:

• AA⁺ = (AA⁺)^*
• A⁺A = (A⁺A)^*
• AA⁺A = A
• A⁺AA⁺ = A⁺

The output is always sample-based.

Dialog Box

References

Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.

Supported Data Types

• Double-precision floating point
• Single-precision floating point

To learn how to convert to the above data types in MATLAB and Simulink, see Supported Data Types and How to Convert to Them.

See Also

Cholesky Inverse	DSP Blockset
LDL Inverse	DSP Blockset
LU Inverse	DSP Blockset
Singular Value Decomposition	DSP Blockset
inv	MATLAB

See Inverting Matrices for related information. Also see Matrix Inverses for a list of all the blocks in the Matrix Inverses library.

Polynomial Stability Test

QR Factorization