Linear Algebra tutorial: Matrix Generalized Inverse
people.revoledu.com › kardi › tutorialWe use term generalized inverse for a general rectangular matrix and to distinguish from inverse matrix that is for a square matrix. Generalized inverse is also called pseudo inverse . Unfortunately there are many types of generalized inverse. Most of generalized inverse are not unique. Some of generalized inverse are reflexive and some are not reflexive. In this linear algebra tutorial, we will only discuss a few of them that often used in many practical applications.
Generalized inverse - Wikipedia
https://en.wikipedia.org/wiki/Generalized_inverseIn practical applications it is necessary to identify the class of matrix transformations that must be preserved by a generalized inverse. For example, the Moore–Penrose inverse, satisfies the following definition of consistency with respect to transformations involving unitary matrices U and V: .The Drazin inverse, satisfies the following definition of consistency with respect to similarity transf…
A generalized inverse for matrices
www.cambridge.org › core › servicesA generalized inverse for matrices 409 THEOREM 2. A necessary and sufficient condition for the equation AXB = C to have a solution is AA<CB<B = C, in which case the general solution is X = A'CB^+Y-A'AYBB', where Y is arbitrary. Proof. Suppose X satisfies AXB = G. Then C = AXB = AA*AXBB*B = AA'GB'B.
A.12 Generalized Inverse
www.stt.msu.edu › users › pszhongTheorem A.68 Let A be any square n×n-matrix and a be an n-vector with a ∈R(A). Then a g-inverse of A+aa is given by (A+aa)− = A− − A−aa U U a U Ua − VVaa A− a VV a +φ VVaa U U (a U Ua)(a VV a), with A− any g-inverse of A and φ =1+a A−a, U = I −AA−,V= I −A−A. Proof: Straightforward by checkingAA−A = A. Theorem A.69 Let A be a square n×n-matrix. Then we have the following