Characterization of the oblique projector U(VU)^V with application to constrained least squares

DOI10.1016/J.LAA.2009.05.025MaRDI QIDQ840653zbMATH OpenOpenAlexFDO

Authors Aleš Černý

Publication date 14 September 2009

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.4500

zbMATH Keywords

idempotent matrixMoore-Penrose inversegeneralized inversesoblique projectionconstrained least squarescomplementary subspacesZlobec formula

Mathematics Subject Classification ID

Quadratic programming (90C20) Theory of matrix inversion and generalized inverses (15A09) Linear transformations, semilinear transformations (15A04)

Abstract: We provide a full characterization of the oblique projector $U(VU{)}^{+}V$ in the general case where the range of $U$ and the null space of $V$ are not complementary subspaces. We discuss the new result in the context of constrained least squares minimization.

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Cites work

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• An Explicit Form of the Moore–Penrose Inverse of an Arbitrary Complex Matrix
• An Oblique Matrix Pseudoinverse
• Consistent Sampling and Signal Recovery
• General definition and decomposition of projectors and some applications to statistical problems
• Generalized inverses. Theory and applications.
• On Generalized Inverses of Matrices
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
• Recursive estimation in econometrics
• Solutions of the Matrix Equation XAX = X, and Relations between Oblique and Orthogonal Projectors
• Weighted Generalized Inverses, Oblique Projections, and Least-Squares Problems

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• Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms
• Simple explicit formula for near-optimal stochastic lifestyling
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