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Generalized Inverse

The document discusses generalized inverses of matrices. A generalized inverse of a matrix A is a matrix B that satisfies certain properties of an inverse, but not necessarily all properties. Generalized inverses exist for any matrix and can be used to solve systems of linear equations, even when the matrix is not invertible. There are different types of generalized inverses that satisfy varying sets of conditions, with the Moore-Penrose inverse satisfying the most conditions and being unique. Generalized inverses have various applications in fields like physics.

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367 views21 pages

Generalized Inverse

The document discusses generalized inverses of matrices. A generalized inverse of a matrix A is a matrix B that satisfies certain properties of an inverse, but not necessarily all properties. Generalized inverses exist for any matrix and can be used to solve systems of linear equations, even when the matrix is not invertible. There are different types of generalized inverses that satisfy varying sets of conditions, with the Moore-Penrose inverse satisfying the most conditions and being unique. Generalized inverses have various applications in fields like physics.

Uploaded by

Tasaduq Hussain Khan
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Generalized inverse

In mathematics, and in particular, algebra,


a generalized inverse of an element x is an
element y that has some properties of an
inverse element but not necessarily all of
them. Generalized inverses can be defined
in any mathematical structure that
involves associative multiplication, that is,
in a semigroup. This article describes
generalized inverses of a matrix .
Formally, given a matrix and a
matrix , is a generalized
inverse of if it satisfies the condition
[1][2][3]

The purpose of constructing a generalized


inverse of a matrix is to obtain a matrix
that can serve as an inverse in some
sense for a wider class of matrices than
invertible matrices. A generalized inverse
exists for an arbitrary matrix, and when a
matrix has a regular inverse, this inverse is
its unique generalized inverse.[4]

Motivation
Consider the linear system
where is an matrix and
the column space of . If
is nonsingular (which implies )
then will be the solution of the
system. Note that, if is nonsingular, then

Now suppose is rectangular ( ),


or square and singular. Then we need a
right candidate of order such
that for all

[5]

That is, is a solution of the linear


system . Equivalently, we need a
matrix of order such that

Hence we can define the generalized


inverse or g-inverse as follows: Given an
matrix , an matrix is
said to be a generalized inverse of if
[6][7][8] The matrix has
been termed a regular inverse of by
some authors.[9]

Types
The Penrose conditions define different
generalized inverses for and
1.
2.
3.
4.

where indicates conjugate transpose. If


satisfies the first condition, then it is a
generalized inverse of . If it satisfies the
first two conditions, then it is a reflexive
generalized inverse of . If it satisfies all
four conditions, then it is the
pseudoinverse of .[10][11][12][13] A
pseudoinverse is sometimes called the
Moore–Penrose inverse, after the
pioneering works by E. H. Moore and
Roger Penrose.[14][15][16][17][18]
When is non-singular, any generalized
inverse and is unique, but in
all other cases, there are an infinite
number of matrices that satisfy condition
(1). However, the Moore–Penrose inverse
is unique.[19]

There are other kinds of generalized


inverse:

One-sided inverse (right inverse or left


inverse)
Right inverse: If the matrix has
dimensions and
then there exists an
matrix called the right
inverse of such that
where is the
identity matrix.
Left inverse: If the matrix has
dimensions and
, then there exists
an matrix called the
left inverse of such that
where is the
identity matrix.[20]
Bott–Duffin inverse
Drazin inverse

Examples

Reflexive generalized inverse …


Let

Since , is singular and has


no regular inverse. However, and
satisfy conditions (1) and (2), but not (3)
or (4). Hence, is a reflexive generalized
inverse of .

One-sided inverse …

Let
Since is not square, has no regular
inverse. However, is a right inverse of
. The matrix has no left inverse.

Construction
The following characterizations are easy
to verify:

1. A right inverse of a non-square matrix


is given by ,
provided A has full row rank.[21]
2. A left inverse of a non-square matrix
is given by ,
provided A has full column rank.[22]
3. If is a rank factorization,
then is a g-inverse of
, where is a right inverse of
and is left inverse of .

4. If for any non-

singular matrices and , then

is a

generalized inverse of for arbitrary


and .
5. Let be of rank . Without loss of
generality, let

where is the non-singular


submatrix of . Then,

is a generalized inverse of .
6. Let have singular-value
decomposition (where is
the conjugate transpose of ). Then
the pseudoinverse of is
where the diagonal matrix Σ+ is the
pseudoinverse of Σ, which is formed
by replacing every non-zero diagonal
entry by its reciprocal and
transposing the resulting matrix.[23]

Uses
Any generalized inverse can be used to
determine whether a system of linear
equations has any solutions, and if so to
give all of them. If any solutions exist for
the n × m linear system

with vector of unknowns and vector of


constants, all solutions are given by
,

parametric on the arbitrary vector ,


where is any generalized inverse of .
Solutions exist if and only if is a
solution, that is, if and only if .
If A has full column rank, the bracketed
expression in this equation is the zero
matrix and so the solution is unique.[24]

Transformation consistency
properties
In practical applications it is necessary to
identify the class of matrix
transformations that must be preserved by
a generalized inverse. For example, the
Moore-Penrose inverse, satisfies the
following definition of consistency with
respect to transformations involving
unitary matrices U and V:

The Drazin inverse, satisfies the


following definition of consistency with
respect to similarity transformations
involving a nonsingular matrix S:

The unit-consistent (UC) inverse,[25]


satisfies the following definition of
consistency with respect to
transformations involving nonsingular
diagonal matrices D and E:

The fact that the Moore-Penrose inverse


provides consistency with respect to
rotations (which are orthonormal
transformations) explains its widespread
use in physics and other applications in
which Euclidean distances must be
preserved. The UC inverse, by contrast, is
applicable when system behavior is
expected to be invariant with respect to
the choice of units on different state
variables, e.g., miles versus kilometers.
See also
Block matrix pseudoinverse
Proofs involving the Moore–Penrose
inverse
Regular semigroup

Notes
1. Ben-Israel & Greville (2003, pp. 2,7)
2. Nakamura (1991, pp. 41–42)
3. Rao & Mitra (1971, pp. vii,20)
4. Ben-Israel & Greville (2003, pp. 2,7)
5. Rao & Mitra (1971, p. 24)
6. Ben-Israel & Greville (2003, pp. 2,7)
7. Nakamura (1991, pp. 41–42)
8. Rao & Mitra (1971, pp. vii,20)
9. Rao & Mitra (1971, pp. 19–20)
10. Ben-Israel & Greville (2003, p. 7)
11. Campbell & Meyer (1991, p. 9)
12. Nakamura (1991, pp. 41–42)
13. Rao & Mitra (1971, pp. 20,28,51)
14. Ben-Israel & Greville (2003, p. 7)
15. Campbell & Meyer (1991, p. 10)
16. James (1978, p. 114)
17. Nakamura (1991, p. 42)
18. Rao & Mitra (1971, p. 50–51)
19. James (1978, pp. 113–114)
20. Rao & Mitra (1971, p. 19)
21. Rao & Mitra (1971, p. 19)
22. Rao & Mitra (1971, p. 19)
23. Horn & Johnson (1985, pp. 421)
24. James (1978, pp. 109–110)
25. Uhlmann, J.K. (2018), A Generalized
Matrix Inverse that is Consistent with
Respect to Diagonal Transformations,
SIAM Journal on Matrix Analysis,
239:2, pp. 781–800

References
Ben-Israel, Adi; Greville, Thomas N.E.
(2003). Generalized inverses: Theory and
applications (2nd ed.). New York, NY:
Springer. doi:10.1007/b97366 .
ISBN 978-0-387-00293-4.
Campbell, S. L.; Meyer, Jr., C. D. (1991).
Generalized Inverses of Linear
Transformations . Dover. ISBN 978-0-
486-66693-8.
Horn, Roger A.; Johnson, Charles R.
(1985), Matrix Analysis, Cambridge
University Press, ISBN 978-0-521-38632-
6.
James, M. (June 1978). "The
generalised inverse". Mathematical
Gazette. 62 (420): 109–114.
doi:10.2307/3617665 .
JSTOR 3617665 .
Nakamura, Yoshihiko (1991). Advanced
Robotics: Redundancy and Optimization.
Addison-Wesley. ISBN 978-0201151985.
Rao, C. Radhakrishna; Mitra, Sujit Kumar
(1971). Generalized Inverse of Matrices
and its Applications . New York: John
Wiley & Sons. pp. 240 . ISBN 978-0-471-
70821-6.
Zheng, B; Bapat, R. B. (2004).
"Generalized inverse A(2)T,S and a rank
equation". Applied Mathematics and
Computation. 155 (2): 407–415.
doi:10.1016/S0096-3003(03)00786-0 .

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