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best approximation for A⁻¹ is SVD⁻¹ (the inverse of the SVD). Let’s follow the math. Finding the pseudo-inverse of A through the SVD. The pseudo-inverse A⁺ is the closest we can get to non-existent A⁻¹ — Image by Author First, we compute the SVD of A and get the matrices USVᵀ. To solve the system