When a correlation matrix is singular (less than full rank), some variables are linear functions of other variables, and a g2 inverse for the matrix is displayed. The g2 inverse depends on the order ...

There are several algorithms to compute a matrix inverse, and each algorithm has several variations. Three common algorithms are LUP ("lower upper permutation"), SVD ("singular value decomposition") ...

THE problem of ‘inverting’ singular matrices is by no means uncommon in statistical analysis. Rao1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the ...

INV Function computes the matrix inverse. INV(matrix)where matrix is a square nonsingular matrix. The INV function produces a matrix that is the inverse of matrix, which must be square and nonsingular ...