Armadillo's Inverse Functions

Matrix inverse and pseudo-inverse by the Armadillo C++ library.

ainv(x)

apinv(x)

Arguments

x

a numeric matrix, must be square for ainv.

Value

The matrix-inverse or pseudo-inverse.

Examples

ainv(crossprod(diff(EuStockMarkets)))
#>                DAX           SMI           CAC          FTSE
#> DAX   1.671464e-06 -5.411415e-07 -7.533943e-07 -3.323765e-07
#> SMI  -5.411415e-07  8.147114e-07 -1.596419e-07 -1.770041e-07
#> CAC  -7.533943e-07 -1.596419e-07  2.013654e-06 -4.872422e-07
#> FTSE -3.323765e-07 -1.770041e-07 -4.872422e-07  1.234721e-06