VBA script of pseudoinverse (or Moore Penrose) matrix using VBA

Cassius2 · October 12th, 2007, 7:19 pm

Hi all,I've been looking for days now for a pseudoinverse script using VBA.Anybody knows where I could find that?

QuantBe · October 13th, 2007, 5:03 pm

QuoteOriginally posted by: Cassius2Hi all,I've been looking for days now for a pseudoinverse script using VBA.Anybody knows where I could find that?Found one Excel file for this, hope it helps.pseudoinverse matrix

Cassius2 · October 19th, 2007, 2:58 pm

It will be very useful to test my results but I would need the script to be able to code the pseudoinverse in another language.If ever you know the other language, it was made for the software called trading blox...Clovis

amit7ul · October 25th, 2007, 3:36 am

whats a pseudoinverse?

analystz · May 2nd, 2010, 2:31 pm

Very very late reply, but you could easily find an SVD script, or even an eigenvalue/vector script and build Moore-Penrose in no time.