MATLAB SIGNAL PROCESSING BLOCKSET 7 Guida Utente Pagina 504

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Pseudoinverse
5-347
5Pseudoinverse
Purpose 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
A
+
VS
+
U
*
=
Double-precision floating point
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