Generalized inverse

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"Pseudoinverse" redirects here. For the Moore–Penrose pseudoinverse, sometimes referred to as "the pseudoinverse", see Moore–Penrose pseudoinverse.

In mathematics, a generalized inverse of a matrix A is a matrix that has some properties of the inverse matrix of A but not necessarily all of them. Formally, given a matrix and a matrix , is a generalized inverse of if it satisfies the condition .

The purpose of constructing a generalized inverse is to obtain a matrix that can serve as the inverse in some sense for a wider class of matrices than invertible ones. A generalized inverse exists for an arbitrary matrix, and when a matrix has an inverse, then this inverse is its unique generalized inverse. Some generalized inverses can be defined in any mathematical structure that involves associative multiplication, that is, in a semigroup.

Motivation for the generalized inverse[edit]

Consider the linear system

where is an matrix and , the range space of . If the matrix is nonsingular then will be the solution of the system. Note that, if a matrix is nonsingular

Suppose the matrix is singular or then we need a right candidate of order such that

That is is a solution of the linear system . Equivalently, of order such that

Hence we can define the generalized inverse as follows: Given a matrix , a matrix is said to be generalized inverse of if


Construction of generalized inverse[edit]

[1]

The following characterizations are easy to verify.

  1. If is a rank factorization, then is a g-inverse of where is a right inverse of and is left inverse of .
  2. If for any non-singular matrices and , then is a generalized inverse of for arbitrary and .
  3. Let be of rank . Without loss of generality, let

where is the non-singular submatrix of . Then,
is a g-inverse of .

Types of generalized inverses[edit]

The Penrose conditions are used to define different generalized inverses: for and

1.)
2.)
3.)
4.) .

If satisfies condition (1.), it is a generalized inverse of , if it satisfies conditions (1.) and (2.) then it is a generalized reflexive inverse of , and if it satisfies all 4 conditions, then it is a Moore–Penrose pseudoinverse of .

Other various kinds of generalized inverses include

  • One-sided inverse (left inverse or right inverse) If the matrix A has dimensions and is full rank then use the left inverse if and the right inverse if
    • Left inverse is given by , i.e. where is the identity matrix.
    • Right inverse is given by , i.e. where is the identity matrix.
  • Drazin inverse
  • Bott–Duffin inverse
  • Moore–Penrose pseudoinverse

Uses[edit]

Any generalized inverse can be used to determine if a system of linear equations has any solutions, and if so to give all of them.[2] If any solutions exist for the n × m linear system

with vector of unknowns and vector b of constants, all solutions are given by

parametric on the arbitrary vector w, where is any generalized inverse of Solutions exist if and only if is a solution – that is, if and only if

See also[edit]

References[edit]

  1. ^ Bapat, Ravindra B. Linear algebra and linear models. Springer Science & Business Media, 2012.springer.com/book
  2. ^ James, M. (June 1978). "The generalised inverse". Mathematical Gazette. 62: 109–114. doi:10.2307/3617665. 
  • Yoshihiko Nakamura (1991). * Advanced Robotics: Redundancy and Optimization. Addison-Wesley. ISBN 0201151987. 
  • Zheng, B; Bapat, R. B. (2004). "Generalized inverse A(2)T,S and a rank equation". Applied Mathematics and Computation. 155: 407–415. doi:10.1016/S0096-3003(03)00786-0. 
  • S. L. Campbell and C. D. Meyer (1991). Generalized Inverses of Linear Transformations. Dover. ISBN 978-0-486-66693-8. 
  • Adi Ben-Israel and Thomas N.E. Greville (2003). Generalized inverses. Theory and applications (2nd ed.). New York, NY: Springer. ISBN 0-387-00293-6. 
  • C. R. Rao and C. Radhakrishna Rao and Sujit Kumar Mitra (1971). Generalized Inverse of Matrices and its Applications. New York: John Wiley & Sons. p. 240. ISBN 0-471-70821-6. 

External links[edit]