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Generalized Inverses : Theory and Applications, PDF eBook

Generalized Inverses : Theory and Applications PDF

Part of the CMS Books in Mathematics series

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1. The Inverse of a Nonsingular Matrix It is well known that every nonsingular matrix A has a unique inverse, ?1 denoted by A , such that ?1 ?1 AA = A A =I, (1) where I is the identity matrix.

Of the numerous properties of the inverse matrix, we mention a few.

Thus, ?1 ?1 (A ) = A, T ?1 ?1 T (A ) =(A ) , ? ?1 ?1 ? (A ) =(A ) , ?1 ?1 ?1 (AB) = B A , T ? where A and A , respectively, denote the transpose and conjugate tra- pose of A.

It will be recalled that a real or complex number ? is called an eigenvalue of a square matrix A, and a nonzero vector x is called an eigenvector of A corresponding to ?,if Ax = ?x. ?1 Another property of the inverse A is that its eigenvalues are the recip- cals of those of A. 2. Generalized Inverses of Matrices A matrix has an inverse only if it is square, and even then only if it is nonsingular or, in other words, if its columns (or rows) are linearly in- pendent.

In recent years needs have been felt in numerous areas of applied mathematics for some kind of partial inverse of a matrix that is singular or even rectangular.

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