1115 lines
12 KiB
Markdown
1115 lines
12 KiB
Markdown
---
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title: "Generalized inverse"
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chunk: 1/3
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source: "https://en.wikipedia.org/wiki/Generalized_inverse"
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category: "reference"
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tags: "science, encyclopedia"
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date_saved: "2026-05-05T07:23:55.090630+00:00"
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instance: "kb-cron"
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---
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In mathematics, and in particular, algebra, a generalized inverse (or, g-inverse) of an element x is an element y that has some properties of an inverse element but not necessarily all of them. The purpose of constructing a generalized inverse of a matrix is to obtain a matrix that can serve as an inverse in some sense for a wider class of matrices than invertible matrices. Generalized inverses can be defined in any mathematical structure that involves associative multiplication, that is, in a semigroup. This article describes generalized inverses of a matrix
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A
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{\displaystyle A}
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.
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A matrix
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A
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g
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∈
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R
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n
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×
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m
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{\displaystyle A^{\mathrm {g} }\in \mathbb {R} ^{n\times m}}
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is a generalized inverse of a matrix
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A
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∈
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R
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m
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×
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n
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{\displaystyle A\in \mathbb {R} ^{m\times n}}
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if
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A
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A
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g
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A
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=
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A
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.
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{\displaystyle AA^{\mathrm {g} }A=A.}
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A generalized inverse exists for an arbitrary matrix, and when a matrix has a regular inverse, this inverse is its unique generalized inverse.
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== Motivation ==
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Consider the linear system
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A
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x
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=
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y
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{\displaystyle Ax=y}
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where
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A
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{\displaystyle A}
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is an
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m
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×
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n
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{\displaystyle m\times n}
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matrix and
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y
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∈
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C
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(
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A
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)
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,
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{\displaystyle y\in {\mathcal {C}}(A),}
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the column space of
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A
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{\displaystyle A}
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. If
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m
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=
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n
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{\displaystyle m=n}
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and
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A
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{\displaystyle A}
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is nonsingular then
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x
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=
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A
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−
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1
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y
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{\displaystyle x=A^{-1}y}
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will be the solution of the system. Note that, if
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A
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{\displaystyle A}
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is nonsingular, then
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A
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A
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−
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1
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A
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=
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A
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.
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{\displaystyle AA^{-1}A=A.}
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Now suppose
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A
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{\displaystyle A}
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is rectangular (
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m
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≠
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n
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{\displaystyle m\neq n}
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), or square and singular. Then we need a right candidate
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G
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{\displaystyle G}
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of order
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n
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×
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m
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{\displaystyle n\times m}
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such that for all
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y
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∈
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C
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(
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A
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)
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,
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{\displaystyle y\in {\mathcal {C}}(A),}
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A
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G
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y
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=
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y
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.
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{\displaystyle AGy=y.}
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That is,
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x
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=
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G
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y
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{\displaystyle x=Gy}
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is a solution of the linear system
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A
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x
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=
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y
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{\displaystyle Ax=y}
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.
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Equivalently, we need a matrix
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G
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{\displaystyle G}
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of order
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n
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×
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m
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{\displaystyle n\times m}
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such that
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A
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G
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A
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=
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A
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.
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{\displaystyle AGA=A.}
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Hence we can define the generalized inverse as follows: Given an
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m
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×
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n
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{\displaystyle m\times n}
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matrix
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A
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{\displaystyle A}
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, an
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n
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×
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m
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{\displaystyle n\times m}
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matrix
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G
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{\displaystyle G}
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is said to be a generalized inverse of
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A
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{\displaystyle A}
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if
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A
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G
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A
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=
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A
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.
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{\displaystyle AGA=A.}
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The matrix
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A
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−
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1
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{\displaystyle A^{-1}}
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has been termed a regular inverse of
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A
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{\displaystyle A}
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by some authors.
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The problem is how to choose an
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x
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{\displaystyle x}
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as the output of
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G
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{\displaystyle G}
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for every
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y
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{\displaystyle y}
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when the map
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x
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↦
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y
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=
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A
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x
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{\displaystyle x\mapsto y=Ax}
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is not bijective.
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If
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A
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{\displaystyle A}
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is not surjective, then not all
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y
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{\displaystyle y}
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's in its codomain have corresponding
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x
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{\displaystyle x}
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's via
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||
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A
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||
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{\displaystyle A}
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. To circumvent it, we just let
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G
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{\displaystyle G}
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map those
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y
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{\displaystyle y}
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's to arbitrary values.
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For example, decompose the codomain of
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A
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{\displaystyle A}
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as the direct sum of the column space
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C
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||
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(
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A
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)
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{\displaystyle {\mathcal {C}}(A)}
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and a complement subspace, and construct
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G
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{\displaystyle G}
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as follows.
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For
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y
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{\displaystyle y}
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's in the former subspace, let
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G
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{\displaystyle G}
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map back to the corresponding
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x
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{\displaystyle x}
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's.
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For
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y
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{\displaystyle y}
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's in the latter subspace, let
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G
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||
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{\displaystyle G}
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map them all to zero (as there're no corresponding
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x
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{\displaystyle x}
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's).
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For other
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y
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{\displaystyle y}
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's, decompose them as the sum of the above two components, apply
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G
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{\displaystyle G}
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respectively, then take the sum.
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If
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A
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||
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{\displaystyle A}
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is not injective, then some
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y
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{\displaystyle y}
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's correspond to multiple
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x
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{\displaystyle x}
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's via
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A
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{\displaystyle A}
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. To circumvent it, we let
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G
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{\displaystyle G}
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map every
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y
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{\displaystyle y}
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to one of the
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x
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||
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{\displaystyle x}
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's according an algorithm.
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For example, decompose the domain of
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A
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{\displaystyle A}
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as the direct sum of
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ker
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||
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A
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{\displaystyle \ker A}
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and a complement subspace. For every possible
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y
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{\displaystyle y}
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, its preimage must be parallel to
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ker
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||
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A
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||
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{\displaystyle \ker A}
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and intersect the chosen complement subspace at a single point. Let
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G
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{\displaystyle G}
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map the
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y
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{\displaystyle y}
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to this point.
|
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If
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A
|
||
|
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{\displaystyle A}
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is neither surjective nor injective, we combine the above two tricks.
|
||
The picture on the right is an example.
|
||
|
||
== Types ==
|
||
Important types of generalized inverse include:
|
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||
One-sided inverse (right inverse or left inverse)
|
||
Right inverse: If the matrix
|
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|
||
|
||
|
||
A
|
||
|
||
|
||
{\displaystyle A}
|
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|
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has dimensions
|
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|
||
|
||
|
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m
|
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×
|
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n
|
||
|
||
|
||
{\displaystyle m\times n}
|
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|
||
and
|
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|
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|
||
|
||
|
||
|
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rank
|
||
|
||
|
||
(
|
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A
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)
|
||
=
|
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m
|
||
|
||
|
||
{\displaystyle {\textrm {rank}}(A)=m}
|
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|
||
, then there exists an
|
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|
||
|
||
|
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n
|
||
×
|
||
m
|
||
|
||
|
||
{\displaystyle n\times m}
|
||
|
||
matrix
|
||
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
R
|
||
|
||
|
||
|
||
−
|
||
1
|
||
|
||
|
||
|
||
|
||
{\displaystyle A_{\mathrm {R} }^{-1}}
|
||
|
||
called the right inverse of
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
{\displaystyle A}
|
||
|
||
such that
|
||
|
||
|
||
|
||
A
|
||
|
||
A
|
||
|
||
|
||
R
|
||
|
||
|
||
|
||
−
|
||
1
|
||
|
||
|
||
=
|
||
|
||
I
|
||
|
||
m
|
||
|
||
|
||
|
||
|
||
{\displaystyle AA_{\mathrm {R} }^{-1}=I_{m}}
|
||
|
||
, where
|
||
|
||
|
||
|
||
|
||
I
|
||
|
||
m
|
||
|
||
|
||
|
||
|
||
{\displaystyle I_{m}}
|
||
|
||
is the
|
||
|
||
|
||
|
||
m
|
||
×
|
||
m
|
||
|
||
|
||
{\displaystyle m\times m}
|
||
|
||
identity matrix.
|
||
Left inverse: If the matrix
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
{\displaystyle A}
|
||
|
||
has dimensions
|
||
|
||
|
||
|
||
m
|
||
×
|
||
n
|
||
|
||
|
||
{\displaystyle m\times n}
|
||
|
||
and
|
||
|
||
|
||
|
||
|
||
|
||
rank
|
||
|
||
|
||
(
|
||
A
|
||
)
|
||
=
|
||
n
|
||
|
||
|
||
{\displaystyle {\textrm {rank}}(A)=n}
|
||
|
||
, then there exists an
|
||
|
||
|
||
|
||
n
|
||
×
|
||
m
|
||
|
||
|
||
{\displaystyle n\times m}
|
||
|
||
matrix
|
||
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
L
|
||
|
||
|
||
|
||
−
|
||
1
|
||
|
||
|
||
|
||
|
||
{\displaystyle A_{\mathrm {L} }^{-1}}
|
||
|
||
called the left inverse of
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
{\displaystyle A}
|
||
|
||
such that
|
||
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
L
|
||
|
||
|
||
|
||
−
|
||
1
|
||
|
||
|
||
A
|
||
=
|
||
|
||
I
|
||
|
||
n
|
||
|
||
|
||
|
||
|
||
{\displaystyle A_{\mathrm {L} }^{-1}A=I_{n}}
|
||
|
||
, where
|
||
|
||
|
||
|
||
|
||
I
|
||
|
||
n
|
||
|
||
|
||
|
||
|
||
{\displaystyle I_{n}}
|
||
|
||
is the
|
||
|
||
|
||
|
||
n
|
||
×
|
||
n
|
||
|
||
|
||
{\displaystyle n\times n}
|
||
|
||
identity matrix.
|
||
Bott–Duffin inverse
|
||
Drazin inverse
|
||
Moore–Penrose inverse
|
||
Some generalized inverses are defined and classified based on the Penrose conditions:
|
||
|
||
|
||
|
||
|
||
A
|
||
|
||
A
|
||
|
||
|
||
g
|
||
|
||
|
||
|
||
A
|
||
=
|
||
A
|
||
|
||
|
||
{\displaystyle AA^{\mathrm {g} }A=A}
|
||
|
||
|
||
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
g
|
||
|
||
|
||
|
||
A
|
||
|
||
A
|
||
|
||
|
||
g
|
||
|
||
|
||
|
||
=
|
||
|
||
A
|
||
|
||
|
||
g
|
||
|
||
|
||
|
||
|
||
|
||
{\displaystyle A^{\mathrm {g} }AA^{\mathrm {g} }=A^{\mathrm {g} }}
|
||
|