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Home > Matrix & Vector calculators > Moore-Penrose Pseudoinverse of a Matrix example
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18. Moore-Penrose Pseudoinverse of a Matrix example
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- Example `[[4,0],[3,-5]]` `("Formula " A^(+)=V Sigma^(+) U^T)`
- Example `[[1,0,1,0],[0,1,0,1]]` `("Formula " A^(+)=V Sigma^(+) U^T)`
- Example `[[4,0],[3,-5]]` `("Formula " A^(+)=A^T * (A*A^T)^(-1))`
- Example `[[1,0,1,0],[0,1,0,1]]` `("Formula " A^(+)=A^T * (A*A^T)^(-1))`
- Example `[[1,-2,3],[5,8,-1],[2,1,1],[-1,4,-3]]` `("Formula " A^(+)=(A^T*A)^(-1) * A^T)`
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Other related methods
- Transforming matrix to Row Echelon Form
- Transforming matrix to Reduced Row Echelon Form
- Rank of matrix
- Characteristic polynomial of matrix
- Eigenvalues
- Eigenvectors (Eigenspace)
- Triangular Matrix
- LU decomposition using Gauss Elimination method of matrix
- LU decomposition using Doolittle's method of matrix
- LU decomposition using Crout's method of matrix
- Diagonal Matrix
- Cholesky Decomposition
- QR Decomposition (Gram Schmidt Method)
- QR Decomposition (Householder Method)
- LQ Decomposition
- Pivots
- Singular Value Decomposition (SVD)
- Moore-Penrose Pseudoinverse
- Power Method for dominant eigenvalue
- Determinant by gaussian elimination
- Expanding determinant along row / column
- Determinants using montante (bareiss algorithm)
- Leibniz formula for determinant
- determinants using Sarrus Rule
- determinants using properties of determinants
- Row Space
- Column Space
- Null Space
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5. Example `[[1,-2,3],[5,8,-1],[2,1,1],[-1,4,-3]]` `("Formula " A^(+)=(A^T*A)^(-1) * A^T)`
Find Moore-Penrose Pseudoinverse ... `[[1,-2,3],[5,8,-1],[2,1,1],[-1,4,-3]]`Solution:Pseudoinverse of a matrix A is `A^(+) = (A^T*A)^(-1) * A^T`1. Find `A'``A^T` | = | | `1` | `-2` | `3` | | | `5` | `8` | `-1` | | | `2` | `1` | `1` | | | `-1` | `4` | `-3` | |
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| = | | `1` | `5` | `2` | `-1` | | | `-2` | `8` | `1` | `4` | | | `3` | `-1` | `1` | `-3` | |
| 2. Find `A'*A``A'×A` | = | | `1` | `5` | `2` | `-1` | | | `-2` | `8` | `1` | `4` | | | `3` | `-1` | `1` | `-3` | |
| × | | `1` | `-2` | `3` | | | `5` | `8` | `-1` | | | `2` | `1` | `1` | | | `-1` | `4` | `-3` | |
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= | | `1×1+5×5+2×2-1×-1` | `1×-2+5×8+2×1-1×4` | `1×3+5×-1+2×1-1×-3` | | | `-2×1+8×5+1×2+4×-1` | `-2×-2+8×8+1×1+4×4` | `-2×3+8×-1+1×1+4×-3` | | | `3×1-1×5+1×2-3×-1` | `3×-2-1×8+1×1-3×4` | `3×3-1×-1+1×1-3×-3` | |
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= | | `1+25+4+1` | `-2+40+2-4` | `3-5+2+3` | | | `-2+40+2-4` | `4+64+1+16` | `-6-8+1-12` | | | `3-5+2+3` | `-6-8+1-12` | `9+1+1+9` | |
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= | | `31` | `36` | `3` | | | `36` | `85` | `-25` | | | `3` | `-25` | `20` | |
| 3. Find the inverse matrix `(A'*A)^(-1)``|A'*A|` | = | | `31` | `36` | `3` | | | `36` | `85` | `-25` | | | `3` | `-25` | `20` | |
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`=31 xx (85 × 20 - (-25) × (-25)) -36 xx (36 × 20 - (-25) × 3) +3 xx (36 × (-25) - 85 × 3)` `=31 xx (1700 -625) -36 xx (720 +75) +3 xx (-900 -255)` `=31 xx (1075) -36 xx (795) +3 xx (-1155)` `= 33325 -28620 -3465` `=1240` `Adj(A'*A)` | = | Adj | | `31` | `36` | `3` | | | `36` | `85` | `-25` | | | `3` | `-25` | `20` | |
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= | | `+(85 × 20 - (-25) × (-25))` | `-(36 × 20 - (-25) × 3)` | `+(36 × (-25) - 85 × 3)` | | | `-(36 × 20 - 3 × (-25))` | `+(31 × 20 - 3 × 3)` | `-(31 × (-25) - 36 × 3)` | | | `+(36 × (-25) - 3 × 85)` | `-(31 × (-25) - 3 × 36)` | `+(31 × 85 - 36 × 36)` | |
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= | | `+(1700 -625)` | `-(720 +75)` | `+(-900 -255)` | | | `-(720 +75)` | `+(620 -9)` | `-(-775 -108)` | | | `+(-900 -255)` | `-(-775 -108)` | `+(2635 -1296)` | |
| T |
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= | | `1075` | `-795` | `-1155` | | | `-795` | `611` | `883` | | | `-1155` | `883` | `1339` | |
| T |
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= | | `1075` | `-795` | `-1155` | | | `-795` | `611` | `883` | | | `-1155` | `883` | `1339` | |
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`"Now, "A'*A^(-1)=1/|A'*A| × Adj(A'*A)` = | `1/(1240)` × | | `1075` | `-795` | `-1155` | | | `-795` | `611` | `883` | | | `-1155` | `883` | `1339` | |
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= | | `0.8669` | `-0.6411` | `-0.9315` | | | `-0.6411` | `0.4927` | `0.7121` | | | `-0.9315` | `0.7121` | `1.0798` | |
| 4. Find the inverse matrix `(A'*A)^(-1) * A'``((A*A')^-1)×A'` | = | | `0.8669` | `-0.6411` | `-0.9315` | | | `-0.6411` | `0.4927` | `0.7121` | | | `-0.9315` | `0.7121` | `1.0798` | |
| × | | `1` | `5` | `2` | `-1` | | | `-2` | `8` | `1` | `4` | | | `3` | `-1` | `1` | `-3` | |
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= | | `0.8669×1-0.6411×-2-0.9315×3` | `0.8669×5-0.6411×8-0.9315×-1` | `0.8669×2-0.6411×1-0.9315×1` | `0.8669×-1-0.6411×4-0.9315×-3` | | | `-0.6411×1+0.4927×-2+0.7121×3` | `-0.6411×5+0.4927×8+0.7121×-1` | `-0.6411×2+0.4927×1+0.7121×1` | `-0.6411×-1+0.4927×4+0.7121×-3` | | | `-0.9315×1+0.7121×-2+1.0798×3` | `-0.9315×5+0.7121×8+1.0798×-1` | `-0.9315×2+0.7121×1+1.0798×1` | `-0.9315×-1+0.7121×4+1.0798×-3` | |
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= | | `0.8669+1.2823-2.7944` | `4.3347-5.129+0.9315` | `1.7339-0.6411-0.9315` | `-0.8669-2.5645+2.7944` | | | `-0.6411-0.9855+2.1363` | `-3.2056+3.9419-0.7121` | `-1.2823+0.4927+0.7121` | `0.6411+1.971-2.1363` | | | `-0.9315-1.4242+3.2395` | `-4.6573+5.6968-1.0798` | `-1.8629+0.7121+1.0798` | `0.9315+2.8484-3.2395` | |
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= | | `-0.6452` | `0.1371` | `0.1613` | `-0.6371` | | | `0.5097` | `0.0242` | `-0.0774` | `0.4758` | | | `0.8839` | `-0.0403` | `-0.071` | `0.5403` | |
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`:.` Moore-Penrose pseudoinverse `A^(+)=` | | `-0.6452` | `0.1371` | `0.1613` | `-0.6371` | | | `0.5097` | `0.0242` | `-0.0774` | `0.4758` | | | `0.8839` | `-0.0403` | `-0.071` | `0.5403` | |
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This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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