Definition

Moore-Penrose Pseudoinverse

The Moore-Penrose pseudoinverse is used similarly to an inverse, but for nonsquare matrices. It can find approximate values for systems with no exact solution. Often denoted as AA^\dagger, given an m×nm \times n matrix AA and a system Ax=yA \vec{x} = \vec{y}, the pseudoinverse of AA is the matrix BB such that x=By\vec{x} = B \vec{y}. Formal definition: A=limα0(ATA+αI)1ATA^\dagger = \lim_{\alpha \to 0} (A^T A + \alpha I )^{-1} A^T.

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Updated 2026-06-15

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Data Science

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