[Numpy-discussion] Inaccuracy in documentation of np.linalg.pinv
Ralf Gommers
ralf.gommers@googlemail....
Wed Mar 9 06:16:29 CST 2011
Hi Hao,
On Wed, Mar 9, 2011 at 9:01 AM, Hao Xiong <hao@biostat.ucsf.edu> wrote:
> I think the documentation for np.linalg.pinv contains some inaccuracies.
Thanks for your comments. Are you interested to make some improvements
yourself? It's quite easy to do on the numpy doc wiki:
http://docs.scipy.org/numpy/docs/numpy.linalg.linalg.pinv/
Just ask for edit rights on this list after registering a username.
Cheers,
Ralf
> 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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