Re: pseudoinverse

What u write is correct but i've tried to compute the SVD
with scilab and with the code provided by numerical recipes
and i obtain different U S and V matrices.
In both the cases A=U S transpose(V) but the calculation of the pinv is different in my code (wrong) and in scilab (correct)
How is this possible?

andrea


SC Huang wrote: 
OK, I am not sure if this is what you are looking for:

If the svd of matrix is A is:
A = U S V^*
then the pseduoinverse of A is:
pseudo-inv(A) = V S^{-1} U^* 

Note that S is diagonal, so S^{-1} is easy to calculate. Also, V^*
denotes the hermitian of V (complex cojugate transpose). If V is real,
then V^* is just the transpose of V.  Hope this helps.


On 2005-09-16, andrea mordini <stredostudio@xxxxxxxxx> wrote:

I'm searching the fortran code to compute the pseudoinverse matrix by the SVD single value decomposition which i have already computed.
thanks

andrea 
.

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