Re: [R] Matrix inverse

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Subject: Re: [R] Matrix inverse
From: Alberto Murta (amurta@ipimar.pt)
Date: Sat 29 Apr 2000 - 05:18:02 EST 

Message-ID: <3909E3EA.6581ADD1@ipimar.pt>

Patrik Waldmann wrote:
>
> I haven't found a function that directly calculates the matrix inverse, does it exist? Otherwise what would be the fastest way to do it?
>

You can use solve(), or if your matrix is not square, you can calculate
the generalised inverse using the singular value decomposition function
svd().
If you have a matrix X, svd(X) will return 1 vector d and 2 matrices u
and v.
The inverse of X is then the matrix calculated as v%*%diag(1/d)%*%t(u).
If any element of vector d is 0, then replace the corresponding element
in diag(1/d) by 0.

Alberto

 
__________________ Alberto G. Murta ______________________
     IPIMAR - Institute of Fisheries and Sea Research
      Avenida de Brasilia; 1449-006 Lisboa; Portugal
Tel:351 213027062; Fax:351 213015948; http://www.ipimar.pt
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