Inverses and pseudoinverses. Numerical issues, speed, symmetry.

Category: benchmarking
#inv #matrix inverse #numerical analysis #numerical methods #pinv #pinvh #positive semidefinite #pseudoinverse #symmetric #benchmarking #python

The matrix inverse is a cornerstone of linear algebra, taught, along with its applications, since high school. The inverse of a matrix \$latex A\$, if it exists, is the matrix \$latex A\^{-1}\$ such that \$latex AA\^{-1} = A\^{-1}A = I_n\$. Based on the requirement that the left and …