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Generalized Inverse Matrices

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Presentation on theme: "Generalized Inverse Matrices"— Presentation transcript:

1 Generalized Inverse Matrices
From: D.A. Harville, Matrix Algebra from a Statistician’s Perspective, Springer. Chapter 9

2 Introduction

3 Obtaining Generalized Inverses for Various Cases - I

4 Obtaining Generalized Inverses for Various Cases - II

5 Obtaining Generalized Inverses for Various Cases - III

6 Algorithm to Obtain Generalized Inverse G for Matrix A
Obtain the rank of the matrix (maximum number of linearly independent rows/columns). Let rank = r Identify r linearly independent rows: i1,…,ir and r linearly independent columns j1,…,jr Obtain the nonsingular submatrix for those rows and columns: B11 Obtain the inverse of B11 B11-1 Place element (s,t) from B11-1 in cell (js , it) of G (s=1,…,r; t=1,…,r) Set all other elements of G to 0 (Elements not in rows i1,…,ir or columns j1,…,jr )

7 Generalized Inverses for Symmetric Matrices

8 G-Inverses Based on a Particular G-Inverse

9 G-Inverses of Full Column Rank or Full Row Rank Matrices

10 Some Properties of G-Inverses - I

11 Some Properties of G-Inverses - II

12 Invariance Among G-Inverses

13 Condition for Consistency of a Linear System

14 Ranks of G-Inverses of Partitioned Matrices - I

15 Ranks of G-Inverses of Partitioned Matrices - II

16 Ranks of G-Inverses of Partitioned Matrices - III

17 Extensions of Systems AX=B to AXC=B


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