Proving the Properties of Pseudo Inverse and Transpose

In summary, the conversation is about a mathematical equation involving matrices that the person has been struggling with for hours. They share a link to a source that may help and ask for clarification on whether the variables are arbitrary. After some time, they figure out the solution by using the four Penrose properties and thank the other person for their input.
  • #1
ahamdiheme
26
0
I have been battling with this for hours now, i just keep getting stuck.
It is to show that:
(xyT)+=(xTx)+(yTy)+yxT

After expanding the left side, leting xyT=A. I get stuck at (yxTxyT)+yxT

I have tried from both sides of the equation, but can't arrive at the expected result. Any clues?
 
Last edited:
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  • #3
I got it. All that needs to be done is to show that it satisfies the four penrose properties which state that (1) AGA=A
(2) GAG=G
(3) (AG)T=AG
(4) (GA)T=GA
By letting A=xyT and G=the right hand side, this can easily be proved.
Thanks for the effort anyway.
 

What is a pseudo inverse?

A pseudo inverse is a type of matrix inverse that is used when the original matrix is not square or is not invertible. It is also known as the Moore-Penrose inverse and can be calculated using the singular value decomposition (SVD) of the original matrix.

How is a pseudo inverse different from a regular inverse?

A regular inverse can only be calculated for square matrices, while a pseudo inverse can be calculated for non-square matrices. Additionally, a regular inverse will only give a unique solution if the matrix is invertible, while a pseudo inverse can give a solution even if the matrix is not invertible.

What is the purpose of calculating a pseudo inverse?

The main purpose of calculating a pseudo inverse is to find a solution to a system of equations when the original matrix is not invertible. It is also used in fields such as statistics, engineering, and data analysis.

What is the transpose of a matrix?

The transpose of a matrix is a new matrix that is created by interchanging the rows and columns of the original matrix. This means that the first row of the original matrix becomes the first column of the transposed matrix, the second row becomes the second column, and so on.

What is the relationship between the pseudo inverse and transpose of a matrix?

The pseudo inverse and transpose of a matrix are related in that the pseudo inverse of the transpose of a matrix is equal to the transpose of the pseudo inverse of that matrix. In other words, (A^T)^+ = (A^+)^T.

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