1180 lines
15 KiB
Markdown
1180 lines
15 KiB
Markdown
---
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title: "Generalized inverse"
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chunk: 2/3
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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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(
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A
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A
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g
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)
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∗
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=
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A
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A
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g
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{\displaystyle (AA^{\mathrm {g} })^{*}=AA^{\mathrm {g} }}
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(
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A
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g
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A
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)
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∗
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=
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A
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g
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A
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,
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{\displaystyle (A^{\mathrm {g} }A)^{*}=A^{\mathrm {g} }A,}
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where
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∗
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{\displaystyle {}^{*}}
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denotes conjugate transpose. If
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A
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g
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{\displaystyle A^{\mathrm {g} }}
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satisfies the first condition, then it is a generalized inverse of
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A
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{\displaystyle A}
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. If it satisfies the first two conditions, then it is a reflexive generalized inverse of
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A
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{\displaystyle A}
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. If it satisfies all four conditions, then it is the pseudoinverse of
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A
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{\displaystyle A}
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, which is denoted by
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A
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+
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{\displaystyle A^{+}}
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and also known as the Moore–Penrose inverse, after the pioneering works by E. H. Moore and Roger Penrose. It is convenient to define an
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I
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{\displaystyle I}
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-inverse of
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A
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{\displaystyle A}
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as an inverse that satisfies the subset
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I
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⊂
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{
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1
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,
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2
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,
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3
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,
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4
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}
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{\displaystyle I\subset \{1,2,3,4\}}
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of the Penrose conditions listed above. Relations, such as
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A
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(
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1
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,
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4
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)
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A
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A
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(
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1
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,
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3
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)
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=
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A
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+
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{\displaystyle A^{(1,4)}AA^{(1,3)}=A^{+}}
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, can be established between these different classes of
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I
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{\displaystyle I}
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-inverses.
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When
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A
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{\displaystyle A}
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is non-singular, any generalized inverse
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A
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g
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{\displaystyle A^{\mathrm {g} }}
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is equal to
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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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and is therefore unique. For a singular
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A
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{\displaystyle A}
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, some generalized inverses, such as the Drazin inverse and the Moore–Penrose inverse, are unique, while others are not necessarily uniquely defined.
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== Examples ==
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=== Non-reflexive generalized inverse ===
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Let
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A
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=
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[
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1
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0
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3
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2
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0
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6
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0
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0
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0
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]
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,
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G
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=
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[
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1
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0
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0
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0
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0
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1
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0
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0
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0
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]
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.
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{\displaystyle A={\begin{bmatrix}1&0&3\\2&0&6\\0&0&0\end{bmatrix}},\quad G={\begin{bmatrix}1&0&0\\0&0&1\\0&0&0\end{bmatrix}}.}
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Obviously,
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A
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{\displaystyle A}
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is singular.
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A
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{\displaystyle A}
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and
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G
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{\displaystyle G}
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satisfy Penrose conditions (1), but not the other there. Hence,
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G
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{\displaystyle G}
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is a non-reflexive generalized inverse of
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A
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{\displaystyle A}
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.
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The first column of
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A
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{\displaystyle A}
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spans
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im
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A
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{\displaystyle \operatorname {im} A}
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, and
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G
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{\displaystyle G}
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maps it to
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(
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1
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,
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0
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,
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0
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)
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{\displaystyle (1,0,0)}
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, which does not lie in
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ker
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A
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{\displaystyle \ker A}
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. Additionally,
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G
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{\displaystyle G}
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maps
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(
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0
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,
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0
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,
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1
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)
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{\displaystyle (0,0,1)}
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to
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(
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0
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,
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1
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,
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0
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)
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{\displaystyle (0,1,0)}
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, which lies in
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ker
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A
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{\displaystyle \ker A}
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. The relationship is summarized in the picture on the right.
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=== Reflexive generalized inverse ===
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Let
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A
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=
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[
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1
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2
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3
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4
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5
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6
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7
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8
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9
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]
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,
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G
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=
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[
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−
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5
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3
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2
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3
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0
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4
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3
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−
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1
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3
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0
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0
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0
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0
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]
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.
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{\displaystyle A={\begin{bmatrix}1&2&3\\4&5&6\\7&8&9\end{bmatrix}},\quad G={\begin{bmatrix}-{\frac {5}{3}}&{\frac {2}{3}}&0\\[4pt]{\frac {4}{3}}&-{\frac {1}{3}}&0\\[4pt]0&0&0\end{bmatrix}}.}
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Since
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det
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(
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A
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)
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=
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0
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{\displaystyle \det(A)=0}
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,
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A
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{\displaystyle A}
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is singular and has no regular inverse. However,
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A
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{\displaystyle A}
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and
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G
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{\displaystyle G}
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satisfy Penrose conditions (1) and (2), but not (3) or (4). Hence,
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G
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{\displaystyle G}
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is a reflexive generalized inverse of
|
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A
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{\displaystyle A}
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.
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=== One-sided inverse ===
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Let
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A
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=
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[
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1
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2
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3
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4
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5
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6
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]
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,
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A
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R
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−
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1
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=
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[
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−
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17
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18
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8
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18
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−
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2
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18
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2
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18
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13
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18
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−
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4
|
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18
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]
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.
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{\displaystyle A={\begin{bmatrix}1&2&3\\4&5&6\end{bmatrix}},\quad A_{\mathrm {R} }^{-1}={\begin{bmatrix}-{\frac {17}{18}}&{\frac {8}{18}}\\[4pt]-{\frac {2}{18}}&{\frac {2}{18}}\\[4pt]{\frac {13}{18}}&-{\frac {4}{18}}\end{bmatrix}}.}
|
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|
||
|
||
Since
|
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|
||
|
||
|
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A
|
||
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{\displaystyle A}
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||
is not square,
|
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|
||
|
||
|
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A
|
||
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{\displaystyle A}
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has no regular inverse. However,
|
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|
||
|
||
|
||
|
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A
|
||
|
||
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R
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|
||
|
||
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||
−
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1
|
||
|
||
|
||
|
||
|
||
{\displaystyle A_{\mathrm {R} }^{-1}}
|
||
|
||
is a right inverse of
|
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|
||
|
||
|
||
A
|
||
|
||
|
||
{\displaystyle A}
|
||
|
||
. The matrix
|
||
|
||
|
||
|
||
A
|
||
|
||
|
||
{\displaystyle A}
|
||
|
||
has no left inverse.
|
||
|
||
=== Inverse of other semigroups (or rings) ===
|
||
The element b is a generalized inverse of an element a if and only if
|
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|
||
|
||
|
||
a
|
||
⋅
|
||
b
|
||
⋅
|
||
a
|
||
=
|
||
a
|
||
|
||
|
||
{\displaystyle a\cdot b\cdot a=a}
|
||
|
||
, in any semigroup (or ring, since the multiplication function in any ring is a semigroup).
|
||
The generalized inverses of the element 3 in the ring
|
||
|
||
|
||
|
||
|
||
Z
|
||
|
||
|
||
/
|
||
|
||
12
|
||
|
||
Z
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {Z} /12\mathbb {Z} }
|
||
|
||
are 3, 7, and 11, since in the ring
|
||
|
||
|
||
|
||
|
||
Z
|
||
|
||
|
||
/
|
||
|
||
12
|
||
|
||
Z
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {Z} /12\mathbb {Z} }
|
||
|
||
:
|
||
|
||
|
||
|
||
|
||
3
|
||
⋅
|
||
3
|
||
⋅
|
||
3
|
||
=
|
||
3
|
||
|
||
|
||
{\displaystyle 3\cdot 3\cdot 3=3}
|
||
|
||
|
||
|
||
|
||
|
||
3
|
||
⋅
|
||
7
|
||
⋅
|
||
3
|
||
=
|
||
3
|
||
|
||
|
||
{\displaystyle 3\cdot 7\cdot 3=3}
|
||
|
||
|
||
|
||
|
||
|
||
3
|
||
⋅
|
||
11
|
||
⋅
|
||
3
|
||
=
|
||
3
|
||
|
||
|
||
{\displaystyle 3\cdot 11\cdot 3=3}
|
||
|
||
|
||
The generalized inverses of the element 4 in the ring
|
||
|
||
|
||
|
||
|
||
Z
|
||
|
||
|
||
/
|
||
|
||
12
|
||
|
||
Z
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {Z} /12\mathbb {Z} }
|
||
|
||
are 1, 4, 7, and 10, since in the ring
|
||
|
||
|
||
|
||
|
||
Z
|
||
|
||
|
||
/
|
||
|
||
12
|
||
|
||
Z
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {Z} /12\mathbb {Z} }
|
||
|
||
:
|
||
|
||
|
||
|
||
|
||
4
|
||
⋅
|
||
1
|
||
⋅
|
||
4
|
||
=
|
||
4
|
||
|
||
|
||
{\displaystyle 4\cdot 1\cdot 4=4}
|
||
|
||
|
||
|
||
|
||
|
||
4
|
||
⋅
|
||
4
|
||
⋅
|
||
4
|
||
=
|
||
4
|
||
|
||
|
||
{\displaystyle 4\cdot 4\cdot 4=4}
|
||
|
||
|
||
|
||
|
||
|
||
4
|
||
⋅
|
||
7
|
||
⋅
|
||
4
|
||
=
|
||
4
|
||
|
||
|
||
{\displaystyle 4\cdot 7\cdot 4=4}
|
||
|
||
|
||
|
||
|
||
|
||
4
|
||
⋅
|
||
10
|
||
⋅
|
||
4
|
||
=
|
||
4
|
||
|
||
|
||
{\displaystyle 4\cdot 10\cdot 4=4}
|
||
|
||
|
||
If an element a in a semigroup (or ring) has an inverse, the inverse must be the only generalized inverse of this element, like the elements 1, 5, 7, and 11 in the ring
|
||
|
||
|
||
|
||
|
||
Z
|
||
|
||
|
||
/
|
||
|
||
12
|
||
|
||
Z
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {Z} /12\mathbb {Z} }
|
||
|
||
.
|
||
In the ring
|
||
|
||
|
||
|
||
|
||
Z
|
||
|
||
|
||
/
|
||
|
||
12
|
||
|
||
Z
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {Z} /12\mathbb {Z} }
|
||
|
||
any element is a generalized inverse of 0; however 2 has no generalized inverse, since there is no b in
|
||
|
||
|
||
|
||
|
||
Z
|
||
|
||
|
||
/
|
||
|
||
12
|
||
|
||
Z
|
||
|
||
|
||
|
||
{\displaystyle \mathbb {Z} /12\mathbb {Z} }
|
||
|
||
such that
|
||
|
||
|
||
|
||
2
|
||
⋅
|
||
b
|
||
⋅
|
||
2
|
||
=
|
||
2
|
||
|
||
|
||
{\displaystyle 2\cdot b\cdot 2=2}
|
||
|
||
.
|
||
|
||
== Construction ==
|
||
The following characterizations are easy to verify: |