Near singular matrix

[dieterE28]

I am trying to compute the invers of a 900x900 matrix that is of full rank. It contains a lot of zeros, though.
Eviews gives me the "Near singular matrix" error. Is it there an inverse and eviews is just not able to compute it?
If so, is that inverse identical with the Moore-Penrose-Pseudo inverse (which eviews is able to calculate)?

Thanks

[trubador]

Moore-Penrose (MP) inverse is a kind of generalized (pseudo) inverse that pre and post multiplying the original matrix by pseudo-inverse returns the inverse. If, however, both columns and rows are linearly independent, then pseudo-inverse will be same as the inverse. EViews can calculate the pseudo-inverse via the following command:

Code: Select all

@pinverse(matrix)