The Pseudoinverse of $A=CR$ is $A^+=R^+C^+$ (?)

التفاصيل البيبلوغرافية
العنوان: The Pseudoinverse of $A=CR$ is $A^+=R^+C^+$ (?)
المؤلفون: Karpowicz, Michał P., Strang, Gilbert
سنة النشر: 2023
المجموعة: Computer Science
Mathematics
مصطلحات موضوعية: Mathematics - Numerical Analysis, 15A09, 15A23, 15A24, 65F45, 65F55, 68W20
الوصف: This paper gives three formulas for the pseudoinverse of a matrix product $A = CR$. The first is sometimes correct, the second is always correct, and the third is almost never correct. But that third randomized pseudoinverse $A^+_r$ may be very useful when $A$ is a very large matrix. 1. $A^+ = R^+C^+$ when $A = CR$ and $C$ has independent columns and $R$ has independent rows. 2. $A^+ = (C^+CR)^+(CRR^+)^+$ is always correct. 3. $A^+_r = (P^TCR)^+P^TCRQ(CRQ)^+ = A^+$ only when $\mathrm{rank}(P^TA) = \mathrm{rank}(AQ) = \mathrm{rank}(A)$ with $A = CR$.
Comment: 10 pages, 5 figures, matlab code, new paragraphs introduce general formulas for the pseudoinverse of CR, new Figures and the randomized pseudoinverse algorithm
نوع الوثيقة: Working Paper
الوصول الحر: http://arxiv.org/abs/2305.01716Test
رقم الانضمام: edsarx.2305.01716
قاعدة البيانات: arXiv