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scipy.linalg.

# pinv

scipy.linalg.pinv(a, *, atol=None, rtol=None, return_rank=False, check_finite=True)

  Compute the (Moore-Penrose) pseudo-inverse of a matrix.

  Calculate a generalized inverse of a matrix using its singular-value decomposition `U @ S @ V` in the economy mode and picking up only the columns/rows that are associated with significant singular values.

  If `s` is the maximum singular value of `a`, then the significance cut-off value is determined by `atol + rtol * s`. Any singular value below this value is assumed insignificant.

  Parameters:
    a(M, N) array_like

      Matrix to be pseudo-inverted.

    atol float, optional

      Absolute threshold term, default value is 0.

      Added in version 1.7.0.

    rtol float, optional

      Relative threshold term, default value is `max(M, N) * eps` where `eps` is the machine precision value of the datatype of `a`.

      Added in version 1.7.0.

    return_rank bool, optional

      If True, return the effective rank of the matrix.

    check_finite bool, optional

      Whether to check that the input matrix contains only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs.

  Returns:
    B(N, M) ndarray

      The pseudo-inverse of matrix a.

    rank int

      The effective rank of the matrix. Returned if return_rank is True.

  Raises:
    LinAlgError

      If SVD computation does not converge.

  See also

  `pinvh`

    Moore-Penrose pseudoinverse of a hermitian matrix.

  Notes

  If `A` is invertible then the Moore-Penrose pseudoinverse is exactly the inverse of `A` [1]. If `A` is not invertible then the Moore-Penrose pseudoinverse computes the `x` solution to `Ax = b` such that `||Ax - b||` is minimized [1].

  References

  [1] (1,2,3)

  Penrose, R. (1956). On best approximate solutions of linear matrix equations. Mathematical Proceedings of the Cambridge Philosophical Society, 52(1), 17-19. doi:10.1017/S0305004100030929

  Examples

  Given an `m x n` matrix `A` and an `n x m` matrix `B` the four Moore-Penrose conditions are:

  1. `ABA = A` (`B` is a generalized inverse of `A`),

  2. `BAB = B` (`A` is a generalized inverse of `B`),

  3. `(AB)* = AB` (`AB` is hermitian),

  4. `(BA)* = BA` (`BA` is hermitian) [1].

  Here, `A*` denotes the conjugate transpose. The Moore-Penrose pseudoinverse is a unique `B` that satisfies all four of these conditions and exists for any `A`. Note that, unlike the standard matrix inverse, `A` does not have to be a square matrix or have linearly independent columns/rows.

  As an example, we can calculate the Moore-Penrose pseudoinverse of a random non-square matrix and verify it satisfies the four conditions.

      >>> import numpy as np
      >>> from scipy import linalg
      >>> rng = np.random.default_rng()
      >>> A = rng.standard_normal((9, 6))
      >>> B = linalg.pinv(A)
      >>> np.allclose(A @ B @ A, A)  # Condition 1
      True
      >>> np.allclose(B @ A @ B, B)  # Condition 2
      True
      >>> np.allclose((A @ B).conj().T, A @ B)  # Condition 3
      True
      >>> np.allclose((B @ A).conj().T, B @ A)  # Condition 4
      True