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Constrained generalized inverse

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33: 809: 201: 792: 422: 118: 352: 474: 256: 592: 510: 310: 556: 683: 663: 636: 612: 530: 445: 283: 227: 110: 850: 47: 53: 691: 86: 558:). This means that one needs to use a generalized inverse for the solution of the constrained problem. So, a generalized inverse of 85:
with an additional constraint that the solution is in a given subspace. One also says that the problem is described by a system of
363: 82: 843: 196:{\displaystyle Ax=b\qquad ({\text{with given }}A\in \mathbb {R} ^{m\times n}{\text{ and }}b\in \mathbb {R} ^{m})} 874: 262: 318: 450: 232: 836: 816: 641:
An example of a pseudoinverse that can be used for the solution of a constrained problem is the
869: 561: 479: 820: 288: 207: 535: 668: 648: 621: 597: 515: 430: 268: 212: 95: 74: 863: 17: 808: 357:
has a solution if and only if the unconstrained system of equations
787:{\displaystyle A_{L}^{(-1)}:=P_{L}(AP_{L}+P_{L^{\perp }})^{-1},} 26: 532:
of the constrained problem is invertible (in that case,
824: 417:{\displaystyle (AP_{L})x=b\qquad x\in \mathbb {R} ^{n}} 694: 671: 651: 624: 600: 564: 538: 518: 482: 453: 433: 366: 321: 291: 271: 235: 215: 121: 98: 46:
This article contains obvious mistakes, as noted in
786: 677: 657: 630: 606: 586: 550: 524: 504: 468: 439: 416: 346: 304: 277: 250: 221: 195: 104: 476:, then the matrix of the unconstrained problem 48:Talk:Constrained generalized inverse#Dimensions 797:if the inverse on the right-hand-side exists. 844: 42:needs attention from an expert in Mathematics 8: 206:is acceptable only when it is in a certain 851: 837: 512:may be singular even if the system matrix 772: 760: 755: 742: 726: 704: 699: 693: 670: 650: 623: 599: 575: 563: 537: 517: 493: 481: 460: 456: 455: 452: 432: 408: 404: 403: 377: 365: 320: 312:. Constrained system of linear equations 296: 290: 270: 242: 238: 237: 234: 214: 184: 180: 179: 167: 155: 151: 150: 138: 120: 97: 92:In many practical problems, the solution 56:may be able to help recruit an expert. 7: 805: 803: 685:, which is defined by the equation 823:. You can help Knowledge (XXG) by 25: 347:{\displaystyle Ax=b\qquad x\in L} 807: 469:{\displaystyle \mathbb {R} ^{n}} 251:{\displaystyle \mathbb {R} ^{n}} 112:of a linear system of equations 31: 395: 334: 134: 79:constrained generalized inverse 769: 732: 714: 705: 581: 565: 499: 483: 383: 367: 190: 135: 1: 427:is solvable. If the subspace 87:constrained linear equations 44:. The specific problem is: 891: 802: 83:system of linear equations 616:constrained pseudoinverse 81:is obtained by solving a 587:{\displaystyle (AP_{L})} 505:{\displaystyle (AP_{L})} 447:is a proper subspace of 54:WikiProject Mathematics 788: 679: 659: 632: 608: 588: 552: 526: 506: 470: 441: 418: 348: 306: 279: 261:In the following, the 252: 223: 197: 106: 789: 680: 660: 633: 609: 589: 553: 527: 507: 471: 442: 419: 349: 307: 305:{\displaystyle P_{L}} 280: 263:orthogonal projection 253: 224: 198: 107: 692: 669: 649: 622: 598: 562: 536: 516: 480: 451: 431: 364: 319: 289: 285:will be denoted by 269: 233: 213: 119: 96: 815:This article about 718: 643:Bott–Duffin inverse 551:{\displaystyle m=n} 18:Bott–Duffin inverse 784: 695: 675: 655: 628: 604: 584: 548: 522: 502: 466: 437: 414: 344: 302: 275: 248: 219: 193: 102: 832: 831: 678:{\displaystyle L} 658:{\displaystyle A} 631:{\displaystyle A} 607:{\displaystyle L} 594:is also called a 525:{\displaystyle A} 440:{\displaystyle L} 278:{\displaystyle L} 222:{\displaystyle L} 170: 141: 105:{\displaystyle x} 71: 70: 16:(Redirected from 882: 853: 846: 839: 811: 804: 793: 791: 790: 785: 780: 779: 767: 766: 765: 764: 747: 746: 731: 730: 717: 703: 684: 682: 681: 676: 664: 662: 661: 656: 637: 635: 634: 629: 613: 611: 610: 605: 593: 591: 590: 585: 580: 579: 557: 555: 554: 549: 531: 529: 528: 523: 511: 509: 508: 503: 498: 497: 475: 473: 472: 467: 465: 464: 459: 446: 444: 443: 438: 423: 421: 420: 415: 413: 412: 407: 382: 381: 353: 351: 350: 345: 311: 309: 308: 303: 301: 300: 284: 282: 281: 276: 257: 255: 254: 249: 247: 246: 241: 228: 226: 225: 220: 202: 200: 199: 194: 189: 188: 183: 171: 168: 166: 165: 154: 142: 140:with given  139: 111: 109: 108: 103: 66: 63: 57: 35: 34: 27: 21: 890: 889: 885: 884: 883: 881: 880: 879: 860: 859: 858: 857: 800: 768: 756: 751: 738: 722: 690: 689: 667: 666: 665:constrained to 647: 646: 620: 619: 596: 595: 571: 560: 559: 534: 533: 514: 513: 489: 478: 477: 454: 449: 448: 429: 428: 402: 373: 362: 361: 317: 316: 292: 287: 286: 267: 266: 236: 231: 230: 211: 210: 208:linear subspace 178: 169: and  149: 117: 116: 94: 93: 67: 61: 58: 52: 36: 32: 23: 22: 15: 12: 11: 5: 888: 886: 878: 877: 872: 862: 861: 856: 855: 848: 841: 833: 830: 829: 812: 795: 794: 783: 778: 775: 771: 763: 759: 754: 750: 745: 741: 737: 734: 729: 725: 721: 716: 713: 710: 707: 702: 698: 674: 654: 627: 603: 583: 578: 574: 570: 567: 547: 544: 541: 521: 501: 496: 492: 488: 485: 463: 458: 436: 425: 424: 411: 406: 401: 398: 394: 391: 388: 385: 380: 376: 372: 369: 355: 354: 343: 340: 337: 333: 330: 327: 324: 299: 295: 274: 245: 240: 218: 204: 203: 192: 187: 182: 177: 174: 164: 161: 158: 153: 148: 145: 137: 133: 130: 127: 124: 101: 75:linear algebra 69: 68: 39: 37: 30: 24: 14: 13: 10: 9: 6: 4: 3: 2: 887: 876: 873: 871: 868: 867: 865: 854: 849: 847: 842: 840: 835: 834: 828: 826: 822: 818: 813: 810: 806: 801: 798: 781: 776: 773: 761: 757: 752: 748: 743: 739: 735: 727: 723: 719: 711: 708: 700: 696: 688: 687: 686: 672: 652: 644: 639: 625: 617: 601: 576: 572: 568: 545: 542: 539: 519: 494: 490: 486: 461: 434: 409: 399: 396: 392: 389: 386: 378: 374: 370: 360: 359: 358: 341: 338: 335: 331: 328: 325: 322: 315: 314: 313: 297: 293: 272: 264: 259: 243: 216: 209: 185: 175: 172: 162: 159: 156: 146: 143: 131: 128: 125: 122: 115: 114: 113: 99: 90: 88: 84: 80: 76: 65: 55: 51: 49: 43: 40:This article 38: 29: 28: 19: 875:Matrix stubs 825:expanding it 814: 799: 796: 642: 640: 615: 426: 356: 260: 205: 91: 78: 72: 62:October 2019 59: 45: 41: 864:Categories 774:− 762:⊥ 709:− 400:∈ 339:∈ 176:∈ 160:× 147:∈ 870:Matrices 817:matrices 819:is a 821:stub 77:, a 645:of 618:of 265:on 229:of 73:In 866:: 720::= 638:. 258:. 89:. 852:e 845:t 838:v 827:. 782:, 777:1 770:) 758:L 753:P 749:+ 744:L 740:P 736:A 733:( 728:L 724:P 715:) 712:1 706:( 701:L 697:A 673:L 653:A 626:A 614:- 602:L 582:) 577:L 573:P 569:A 566:( 546:n 543:= 540:m 520:A 500:) 495:L 491:P 487:A 484:( 462:n 457:R 435:L 410:n 405:R 397:x 393:b 390:= 387:x 384:) 379:L 375:P 371:A 368:( 342:L 336:x 332:b 329:= 326:x 323:A 298:L 294:P 273:L 244:n 239:R 217:L 191:) 186:m 181:R 173:b 163:n 157:m 152:R 144:A 136:( 132:b 129:= 126:x 123:A 100:x 64:) 60:( 50:. 20:)

Index

Bott–Duffin inverse
Talk:Constrained generalized inverse#Dimensions
WikiProject Mathematics
linear algebra
system of linear equations
constrained linear equations
linear subspace
orthogonal projection
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matrices
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