Near singular matrix
Posted: Wed May 20, 2009 3:11 am
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
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