[Fwd: Re: Generalized Inverse?]
- Subject: [Fwd: Re: Generalized Inverse?]
- From: Ron Boisvert <email@example.com>
- Date: Thu, 10 Nov 2005 15:24:27 -0500
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Sender: Kim van der Linde <firstname.lastname@example.org>
Subject: Re: Generalized Inverse?
Ok, it is clear, it did not work, I run into singular matrices
regardless. Or, I probably need the generilized (Moore-Penrose) inverse
anyway. Question, is this to be added to JAMA, or should I deal with it
Kim van der Linde wrote:
> I have a method that by definition produces a singular matrix, and I
> need the inverse of that without loss of dimensions. It is a square
> variance-covariance matrix that I use to estimate mahalanobis distances.
> I think the Moore-Penrose pseudoinverse is the one I usually run into
> when I search for solutions, but I am open to any other solution.
> The next step is to use a Cholesky decomposition on the inverse which I
> use then in the Weighted Generalized Procrustes Alignment Analysis.
> After some digging today, I see I can maybe do the cholesky first and
> take the inverse of the L and L-transposed. I am gong to try that.
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