与MATLAB pinv()函数相比,R中的MASS包中的ginv()函数产生完全不同的值.他们都宣称生产矩阵的Moore-Penrose广义逆.
我试图为R实现设置相同的容差,但差异仍然存在.
> MATLAB默认tol:max(size(A))* norm(A)* eps(class(A))
> R默认tol:sqrt(.Machine $double.eps)
再生产:
R:
library(MASS)
A
ginv(A)
输出:
[,1] [,2] [,3]
[1,] 1.675667e-03 -8.735203e-06 5.545605e-03
[2,] -8.735203e-06 5.014084e-08 -2.890907e-05
[3,] 5.545605e-03 -2.890907e-05 1.835313e-02
SVD(A)
输出:
$d
[1] 2.171799e+08 4.992800e+01 2.302544e+00
$u
[,1] [,2] [,3]
[1,] -0.0004329688 0.289245088 -9.572550e-01
[2,] -0.9999988632 -0.001507826 -3.304234e-06
[3,] -0.0014443299 0.957253888 2.892454e-01
$v
[,1] [,2] [,3]
[1,] -0.0004329688 0.289245088 -9.572550e-01
[2,] -0.9999988632 -0.001507826 -3.304234e-06
[3,] -0.0014443299 0.957253888 2.892454e-01
MATLAB:
A = [47 94032 149; 94032 217179406 313679; 149 313679 499]
pinv(A)
输出:
ans =
0.3996 -0.0000 -0.1147
-0.0000 0.0000 -0.0000
-0.1147 -0.0000 0.0547
SVD:
[U, S, V] = svd(A)
U =
-0.0004 0.2892 -0.9573
-1.0000 -0.0015 -0.0000
-0.0014 0.9573 0.2892
S =
1.0e+008 *
2.1718 0 0
0 0.0000 0
0 0 0.0000
V =
-0.0004 0.2892 -0.9573
-1.0000 -0.0015 -0.0000
-0.0014 0.9573 0.2892