Compute the (MoorePenrose) pseudoinverse of a matrix.
Calculate the generalized inverse of a matrix using its singularvalue decomposition (SVD) and including all large singular values.
Parameters :  a : (M, N) array_like
rcond : float


Returns :  B : (N, M) ndarray

Raises :  LinAlgError :

Notes
The pseudoinverse of a matrix A, denoted , is defined as: “the matrix that ‘solves’ [the leastsquares problem] ,” i.e., if is said solution, then is that matrix such that .
It can be shown that if is the singular value decomposition of A, then , where are orthogonal matrices, is a diagonal matrix consisting of A’s socalled singular values, (followed, typically, by zeros), and then is simply the diagonal matrix consisting of the reciprocals of A’s singular values (again, followed by zeros). [R40]
References
[R40]  (1, 2) G. Strang, Linear Algebra and Its Applications, 2nd Ed., Orlando, FL, Academic Press, Inc., 1980, pp. 139142. 
Examples
The following example checks that a * a+ * a == a and a+ * a * a+ == a+:
>>> a = np.random.randn(9, 6)
>>> B = np.linalg.pinv(a)
>>> np.allclose(a, np.dot(a, np.dot(B, a)))
True
>>> np.allclose(B, np.dot(B, np.dot(a, B)))
True