On oblique projection, rank additivity and the moore-penrose inverse of the sum of two matrices

The existence of certain oblique projectors is revealed by deriving onto-and along-space of a specific projector, namely the Moore-Penrose inverse of the product of two orthogonal projectors. The results are used to create a formula for the Moore-Penrose in-verse of the sum of two rank additive matrices, and to demonstrate relationships with already known facts.     

The Moore-Penrose inverse for sums of matrices under rank additivity conditions

Some results on the Moore-Penrose inverse for sums of matrices under rank additivity conditions are revisited and some new consequences are presented. Their extensions to the weighted Moore-Penrose inverse of sums of matrices under rank additivity conditions are also considered.     

A Closed Formula for the Moore-Penrose Generalized Inverse of a Complex Matrix of Given Rank

For the Moore-Penrose generalized inverse of complex matrices, we establish closed forms valid on each set of matrices of given rank. These expressions are matrices of rational functions of the matrix coefficients and their complex conjugates, so that it is seen explicitly and constructively that taking the Moore-Penrose inverse is a real-analytic operation when restricted to the subsets of matrices of given rank.     

酉延拓矩阵的奇异值分解及其广义逆

从普通奇异值分解出发,导出了酉延拓矩阵的奇异值和奇异向量与母矩阵的奇异值和奇异向量间的定量关系,同时对酉延拓矩阵的满秩分解及g逆,反射g逆,最小二乘g逆,最小范数g逆作了定量分析,得到了酉延拓矩阵的满秩分解矩阵F*和G*与母矩阵A的分解矩阵F和G之间的关系.最后给出了相应的快速求解算法,并举例说明该算法大大降低了分解的计算量和存储量,提高了计算效率.     

Convergence of Rump’s method for computing the Moore-Penrose inverse

We extend Rump’s verified method (S.Oishi, K.Tanabe, T.Ogita, S.M.Rump (2007)) for computing the inverse of extremely ill-conditioned square matrices to computing the Moore-Penrose inverse of extremely ill-conditioned rectangular matrices with full column (row) rank. We establish the convergence of our numerical verified method for computing the Moore-Penrose inverse. We also discuss the rank-deficient case and test some ill-conditioned examples. We provide our Matlab codes for computing the Moore-Penrose inverse.     

Structures preserved by generalized inversion and Schur complementation

In this paper we investigate the inheritance of certain structures under generalized matrix inversion. These structures contain the case of rank structures, and the case of displacement structures. We do this in an intertwined way, in the sense that we develop an argument that can be used for deriving the results for displacement structures from thoses for rank structures. We pay particular attention to the Moore-Penrose generalized inverse, showing that for the cases of most interest, the ranks of the structure satisfied by the Moore-Penrose inverse can at most double with respect to the original ranks. We consider also the case of inheritance of structure by generalized Schur complements.     

整环上Moore-Penrose逆的刻画

若A为整环上的n阶可逆矩阵,则X=A-1是满足方程rank■=rank(A)的唯一矩阵.把它推广到满足Rao条件的整环上得到关于矩阵A的Moore-Penrose逆A+的刻画.     

How to Express a Parallel Sum of k Matrices

We present an alternative expression for the parallel sum of k Hermitian nonnegative definite matrices by using the Moore-Penrose inverse of a block matrix.     

三个矩阵乘积厄米特Moore-Penrose逆的等式与不等式

We investigate relationships between the Moore-Penrose inverse(ABA*)and the product [(AB)(1,2,3)]*B(AB)(1,2,3)through some rank and inertia formulas for the difference of(ABA*)-[(AB)(1,2,3)]*B(AB)(1,2,3),where B is Hermitian matrix and(AB)(1,2,3)is a {1,2,3}-inverse of AB.We show that there always exists an(AB)(1,2,3)such that(ABA*)= [(AB)(1,2,3)]*B(AB)(1,2,3)holds.In addition,we also establish necessary and sufficient conditions for the two inequalities(ABA*) [(AB)(1,2,3)]*B(AB)(1,2,3)and(ABA*)[(AB)(1,2,3)]*B(AB)(1,2,3)to hold in the L¨owner partial ordering.Some variations of the equalities and inequalities are also presented.In particular,some equalities and inequalities for the Moore-Penrose inverse of the sum A + B of two Hermitian matrices A and B are established.     

Rank equalities related to outer inverses of matrices and applications

A matrix X is called an outer inverse for a matrix A if XAX=X. In this paper, we present some basic rank equalities for difference and sum of outer inverses of a matrix, and apply them to characterize various equalities related to outer inverses, Moore-Penrose inverses, group inverses, Drazin inverses and weighted Moore-Penrose inverses of matrices.     

Rank equalities related to outer inverses of matrices and applications

A matrix X is called an outer inverse for a matrix A if XAX=X. In this paper, we present some basic rank equalities for difference and sum of outer inverses of a matrix, and apply them to characterize various equalities related to outer inverses, Moore-Penrose inverses, group inverses, Drazin inverses and weighted Moore-Penrose inverses of matrices.     

具有广义分解态射的加权Moore-Penrose逆

研究范畴中态射的加权Moore-Penrose逆,利用态射广义分解的性质给出了态射加权Moore-Penrose逆存在的一些充要条件,导出了态射的加权Moore-Penrose逆的表达式,推广了态射Moore-Penrose逆的相应结果.     

关于矩阵(A B C 0)的g-逆中子块的独立性

In this paper, we -proved a interesting fact that the rank additivity condition rank (A B C 0) = rank (A C) + rank (B 0) = rank(A,B)+ rank(C, 0)is a necessary and sufficient condition for block independence in g-inverse of (A B C 0),and moreover for that the Moore-Penrose inverse of (A B C 0) is(?) where Q=[(I- BB⁺)A(I-C⁺C)]⁺.     

Perturbations of Moore–Penrose Metric Generalized Inverses of Linear Operators in Banach Spaces

In this paper,the perturbations of the Moore–Penrose metric generalized inverses of linear operators in Banach spaces are described.The Moore–Penrose metric generalized inverse is homogeneous and nonlinear in general,and the proofs of our results are different from linear generalized inverses.By using the quasi-additivity of Moore–Penrose metric generalized inverse and the theorem of generalized orthogonal decomposition,we show some error estimates of perturbations for the singlevalued Moore–Penrose metric generalized inverses of bounded linear operators.Furthermore,by means of the continuity of the metric projection operator and the quasi-additivity of Moore–Penrose metric generalized inverse,an expression for Moore–Penrose metric generalized inverse is given.     

Application of Moore-Penrose inverse in deciding the minimal martingale measure

The Moore-Penrose inverse is an important tool in algebra.This paper shows that the MoorePenrose inverse is also an effcient technique in determining the minimal martingale measure if a security price follows a semi-martingale which satisfies some structure condition.We extend a result of Dzhaparidze and Spreij concerning the Moore-Penrose inverse to the case that the Moore-Penrose inverse of any matrix-valued predictable process is still predictable.Furthermore,we obtain an explicit formula of the minimal martingale measure by employing the Moore-Penrose inverse.Specifically,the minimal martingale measure in a generalized Black-Scholes model is found.     

分块态射的广义逆

ClineRE给出了分块矩阵的Moore-Penrose逆的表达式,PetrPeska引进了分块态射的记号且导出了分块态射的Moore-Penrose逆的表达式.本文中,我们推广了Cline型分块态射的记号并得到了Cline型分块态射的Moore-Penrose逆和Drazin逆以及群逆的表达式.     

AN APPROXIMATION THEOREM OF A M-P INVERSE BY OUTER INVERSES

Let H1 and H2 be separable Hilbert spaces, and B(H1,H2) all of boundedlinear operators from H1 into H2. In this note, we prove the following theorem: for any positive integer N and T ε B(H1, H2) with a closed range, there exists an outerinverse TN^# with finite rank N such that T y = lim TN^#y for any y ε H2, where T N→∞ denotes the Moore-Penrose inverse of T. Thus computing T is reduced to computingouter inverses TN^# with finite rank N. Moreover, because of the stability of boundedouter inverse of a T ε B(H1,H2), this is very useful.     

关于Fuzzy矩阵的Moore-Penrose逆

讨论Fuzzy矩阵的Moore-PenrOSe逆,给出一些Moore-Penrose逆存在的充要条件以及Moore-Penrose逆的划画。     

关于分块矩阵〔ABCD〕的g-逆的块独立性

本文证明了分块阵M=〔ABCD〕的g-逆有块独立性的充要条件是M适合秩可加性条件,M~+有一特定的表达式的充要条件也是M适合秩可加性条件.本文还给出了包含M的g-逆的子块的不变矩阵以及这些子块的定义方程.     

Moore-Penrose inverse in an indefinite inner product space

The concept of the Moore-Penrose inverse in an indefinite inner product space is introduced. Extensions of some of the formulae in the Euclidean space to an indefinite inner product space are studied. In particular range-hermitianness in completely characterized. Equivalence of a weighted generalized inverse and the Moore-Penrose inverse is proved. Finally, methods of computing the Moore-Penrose inverse are presented.