In addition it includes subroutines to perform a singular value decomposition.
The solution to the problem is given by first computing a singular value decomposition of :
According to Press et al., it's easier to plot the ellipsoid after doing singular value decomposition.
In such cases, the singular value decomposition can be used to compute the pseudoinverse.
But note that it is better to use the singular value decomposition (using standard software).
The singular value decomposition and the eigendecomposition are closely related.
The singular value decomposition can be used for computing the pseudoinverse of a matrix.
It has applications to the statistics of principal components analysis and the singular value decomposition.
Notice this is essentially a restatement of singular value decomposition.
It can be computed using the singular value decomposition.