[Numpy-discussion] Inaccuracy in documentation of np.linalg.pinv

Hao Xiong hao@biostat.ucsf....
Tue Mar 8 19:01:50 CST 2011


I think the documentation for np.linalg.pinv contains some inaccuracies.

Most importantly, Moore-Penrose is not defined by the solution to the 
least-square
problem. It was defined by the unique solution to 4 equations. Since SVD
can be easily shown to satisfy the same 4 equations, it is the 
Moore-Penrose inverse.

Another way that definition is wrong is that the least-square problem 
does not have to have
unique solution. In fact, it can have infinitely many. In this case, 
Moore-Penrose is the minimum
norm solution.

All of this is discussed in the Matlab documentation of pinv, which is 
very good.


Hao


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