pseudoinverse matrix

The Moore-Penrose pseudoinverse is a matrix B of the same dimensions as A' satisfying four conditions:

A*B*A = A
B*A*B = B
A*B is Hermitian
B*A is Hermitian

The computation is based on svd(A) and any singular values less than tol are treated as zero.

The Moore-Penrose inverse satisfies


BB^+B = B
B^+BB^+ = B^+
(BB^+)^(H) = BB^+
(B^+B)^(H) = B^+B,
where B^(H) is the conjugate transpose.


It is also true that


 z=B^+c
is the shortest length least squares solution to the problem


 Bz=c.
If the inverse of (B^(H)B) exists, then


 B^+=(B^(H)B)^(-1)B^(H),
as can be seen by premultiplying both sides of (6) by B^(H) to create a square matrix which can then be inverted,


 B^(H)Bz=B^(H)c,
giving


z = (B^(H)B)^(-1)B^(H)c
= B^+c.