AI engineering glossary · Linear algebra
What is pseudoinverse?
Pseudoinverse (also called Moore-Penrose inverse): A generalisation of the inverse that exists for any matrix, including non-square or singular ones. It gives the least-squares solution of A x = b with the smallest norm, and is usually computed with the SVD.
Pseudoinverse: an example
For a tall 100 x 3 data matrix X, the pseudoinverse times y yields the linear regression coefficients.
Related terms
More Linear algebra terms
- QR decomposition
- Quadratic form
- Rank
- Rank-nullity theorem
- Rank-one matrix
- Reduced row echelon form
- Rotation matrix
- Row echelon form
Where you learn it
Pseudoinverse is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.