Generalized Inverse of Matrices and Its Applications


Book Description

Notations and preliminaries; Generalized inverse of a matrix; Three basic types of g-inverses; Other special types of g-inverse; Projectors, idempotent matrices and partial isometry; Simulatneous reduction of a pair of herminitian forms; Estimation of parameters in linear models; Conditions for optimality and validity of least-squares theory; Distribution of quadratic forms; Miscellaneous applications of g-inverses; Computational methods; Bibliography on generalized inverses and applications; Index.




Generalized Inverses


Book Description

This second edition accounts for many major developments in generalized inverses while maintaining the informal and leisurely style of the 1974 first edition. Added material includes a chapter on applications, new exercises, and an appendix on the work of E.H. Moore.




Computation of Generalized Matrix Inverses and Applications


Book Description

This volume offers a gradual exposition to matrix theory as a subject of linear algebra. It presents both the theoretical results in generalized matrix inverses and the applications. The book is as self-contained as possible, assuming no prior knowledge of matrix theory and linear algebra. The book first addresses the basic definitions and concepts of an arbitrary generalized matrix inverse with special reference to the calculation of {i,j,...,k} inverse and the Moore–Penrose inverse. Then, the results of LDL* decomposition of the full rank polynomial matrix are introduced, along with numerical examples. Methods for calculating the Moore–Penrose’s inverse of rational matrix are presented, which are based on LDL* and QDR decompositions of the matrix. A method for calculating the A(2)T;S inverse using LDL* decomposition using methods is derived as well as the symbolic calculation of A(2)T;S inverses using QDR factorization. The text then offers several ways on how the introduced theoretical concepts can be applied in restoring blurred images and linear regression methods, along with the well-known application in linear systems. The book also explains how the computation of generalized inverses of matrices with constant values is performed. It covers several methods, such as methods based on full-rank factorization, Leverrier–Faddeev method, method of Zhukovski, and variations of the partitioning method.




Generalized Inverses and Applications


Book Description

Generalized Inverses and Applications, contains the proceedings of an Advanced Seminar on Generalized Inverses and Applications held at the University of Wisconsin-Madison on October 8-10, 1973 under the auspices of the university's Mathematics Research Center. The seminar provided a forum for discussing the basic theory of generalized inverses and their applications to analysis and operator equations. Numerical analysis and approximation methods are considered, along with applications to statistics and econometrics, optimization, system theory, and operations research. Comprised of 14 chapters, this book begins by describing a unified approach to generalized inverses of linear operators, with particular reference to algebraic, topological, extremal, and proximinal properties. The reader is then introduced to the algebraic aspects of the generalized inverse of a rectangular matrix; the Fredholm pseudoinverse; and perturbations and approximations for generalized inverses and linear operator equations. Subsequent chapters deal with various applications of generalized inverses, including programming, games, and networks, as well as estimation and aggregation in econometrics. This monograph will be of interest to mathematicians and students of mathematics.




Generalized Inverses of Linear Transformations


Book Description

Provides comprehensive coverage of the mathematical theory of generalized inverses and a wide range of important and practical applications.




Generalized Inverses: Theory and Computations


Book Description

This book begins with the fundamentals of the generalized inverses, then moves to more advanced topics. It presents a theoretical study of the generalization of Cramer's rule, determinant representations of the generalized inverses, reverse order law of the generalized inverses of a matrix product, structures of the generalized inverses of structured matrices, parallel computation of the generalized inverses, perturbation analysis of the generalized inverses, an algorithmic study of the computational methods for the full-rank factorization of a generalized inverse, generalized singular value decomposition, imbedding method, finite method, generalized inverses of polynomial matrices, and generalized inverses of linear operators. This book is intended for researchers, postdocs, and graduate students in the area of the generalized inverses with an undergraduate-level understanding of linear algebra.




Generalized Inverses


Book Description

"Generalized Inverses: Algorithms and Applications demonstrates some of the latest hot topics on generalized inverse matrices and their applications. Each article has been carefully selected to present substantial research results. Topics discussed herein include recent advances in exploring of generalizations of the core inverse, particularly in composing appropriate outer inverses and the Moore-Penrose inverse such as OMP, MPO and MPOMP inverses; in analyzing of properties of the BT inverse and the BT-order; in perturbation estimations for the Drazin inverse; in using generalized inverses to solve systems of quaternion matrix equations and Sylvester-type tensor equations under t-product; in computing and approximating the matrix generalized inverses by hyperpower family of iterative methods of arbitrary convergence order; and in studying of the weighted pseudoinverse matrices with singular indefinite weights"--




Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition


Book Description

Aside from distribution theory, projections and the singular value decomposition (SVD) are the two most important concepts for understanding the basic mechanism of multivariate analysis. The former underlies the least squares estimation in regression analysis, which is essentially a projection of one subspace onto another, and the latter underlies principal component analysis, which seeks to find a subspace that captures the largest variability in the original space. This book is about projections and SVD. A thorough discussion of generalized inverse (g-inverse) matrices is also given because it is closely related to the former. The book provides systematic and in-depth accounts of these concepts from a unified viewpoint of linear transformations finite dimensional vector spaces. More specially, it shows that projection matrices (projectors) and g-inverse matrices can be defined in various ways so that a vector space is decomposed into a direct-sum of (disjoint) subspaces. Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition will be useful for researchers, practitioners, and students in applied mathematics, statistics, engineering, behaviormetrics, and other fields.




Elements of the Theory of Generalized Inverses of Matrices


Book Description

The purpose of this monograph is to provide a concise introduction to the theory of generalized inverses of matrices that is accessible to undergraduate mathematics majors. Although results from this active area of research have appeared in a number of excellent graduate level text books since 1971, material for use at the undergraduate level remains fragmented. The basic ideas are so fundamental, however, that they can be used to unify various topics that an undergraduate has seen but perhaps not related. Material in this monograph was first assembled by the author as lecture notes for the senior seminar in mathematics at the University of Tennessee. In this seminar one meeting per week was for a lecture on the subject matter, and another meeting was to permit students to present solutions to exercises. Two major problems were encountered the first quarter the seminar was given. These were that some of the students had had only the required one-quarter course in matrix theory and were not sufficiently familiar with eigenvalues, eigenvectors and related concepts, and that many -v- of the exercises required fortitude. At the suggestion of the UMAP Editor, the approach in the present monograph is (1) to develop the material in terms of full rank factoriza tions and to relegate all discussions using eigenvalues and eigenvectors to exercises, and (2) to include an appendix of hints for exercises.




Extremal Methods and Systems Analysis


Book Description

The papers appearing in this Volume were selected from a collec tion of papers presented at the Internationa~ Symposium on Extrema~ Methods and Systems Ana~ysis on the Occasion of Professor A. Charnes' 60th Birthday, at the University of Texas in Austin, 13-15 September 1977. As coeditors, we have followed the normal editorial procedures of scholarly journals. We have obtained invaluable assistance from a number of colleagues who essentially performed the duties of associate editors, coordinating most of the reviews. All papers except those appearing in the Historica~ Perspectives section were refereed by at least two individuals with competency in the respective area. Because of the wide range and diversity of the topics, it would have been im possible for us to make a consistently rational selection of papers without the help of the associate editors and referees. We are indeed grateful to them. The breadth of extremal methods and systems analysis, suggested by the range of topics covered in these papers, is characteristic of the field and also of the scholarly work of Professor Charnes. Extre mal methods and systems analysis has been a pioneering and systematic approach to the development and application of new scientific theories and methods for problems of management and operations in both the pri vate and public sectors, spanning all major disciplines from economics to engineering.