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Pseudoinverse : ウィキペディア英語版
Generalized inverse

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 A \in \mathbb^ and a matrix A^ \in \mathbb^, A^ is a generalized inverse of A if it satisfies the condition AA^A = A.
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.
== Types of generalized inverses ==
The Penrose conditions are used to define different generalized inverses: for A \in \mathbb^ and A^ \in \mathbb^,
AA^= A^
|-
| 3.) || (AA^)^ = AA^
|-
| 4.) || (A^A)^ = A^A .
|}
If A^ satisfies condition (1.), it is a generalized inverse of A, if it satisfies conditions (1.) and (2.) then it is a generalized reflexive inverse of A, and if it satisfies all 4 conditions, then it is a Moore–Penrose pseudoinverse of A.
Other various kinds of generalized inverses include
* One-sided inverse (left inverse or right inverse) If the matrix ''A'' has dimensions n \times m and is full rank then use the left inverse if n > m and the right inverse if n < m
*
* Left inverse is given by A_ = \left(A^ A\right)^ A^, i.e. A_ A = I_m where I_m is the m \times m identity matrix.
*
* Right inverse is given by A_ = A^ \left(A A^\right)^, i.e. A A_ = I_n where I_n is the n \times n identity matrix.
* Drazin inverse
* Bott–Duffin inverse
* Moore–Penrose pseudoinverse

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Generalized inverse」の詳細全文を読む



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