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Re: Pseudoinverse in MATLAB
Posted:
Mar 16, 2013 4:55 AM


"Daniel Vasilaky" wrote in message <ki0nsg$q7e$1@newscl01ah.mathworks.com>... > "Bjorn Gustavsson" <bjonr@irf.se> wrote in message > %Instead of unstable, what I should have said is that the pinv() is a discontinuous function of the data.
It is missleading to say PINV is the problem, the cause is we are dealing with illposed system
A*x = y.
No one claims PINV is the best approach to solve illposed problem, it is actually a bad one. This is well known for decated (century?).
PINV has a strict mathematical definition.
The main usage if PINV is to provides x that minimizes the 2norm x subjected to A*x  y = min_z  A*z  y .
It does NOT provide a stable solution x with respect to perturbation of y and A. It can be applied on many things, not exclusively for linear illposed system.
Bruno



