Rank invariance criterion and its application to the unified theory of least squares (Q908988): Difference between revisions

Necessary and sufficient conditions are established for the matrix product \(AB^-C\) to have its rank invariant with respect to the choice of a generalized inverse \(B^-\) of B. In particular cases, these conditions coincide with results of \textit{S. K. Mitra} [Sankhyā Ser. A 34, 387-392 (1972; Zbl 0261.15008)]. The results of this paper are also discussed in the context of the unified theory of least squares introduced by \textit{C. R. Rao} [ibid. 33, 371-394 (1971; Zbl 0236.62048)].