A generalization of the Moore-Penrose inverse related to matrix subspaces of C^n m

DOI10.1016/J.AMC.2010.01.062MaRDI QIDQ963935zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 14 April 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.01.062

zbMATH Keywords

\(S\)-Moore-Penrose inverseapproximate inverse preconditioningconstrained least squares problemFrobenius normmatrix minimization problemminimum Frobenius norm solutionMoore-Penrose inversesingular value decomposition

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Preconditioners for iterative methods (65F08)

Review text

Let \(A \in \mathbb{C}^{m\times n}\) and let \(S\) be a linear subspace of \(\mathbb{C}^{n\times m}\). The authors define the left \(S\)-Moore-Penrose inverse of \(A\) to be the minimum Frobenius norm solution to the matrix minimization problem \(\min_{M\in S}\|MA-I_n\|_F\), where \(I_n\) denotes the identity matrix of order \(n\) and \(\|\cdot\|_F\) stands for the matrix Frobenius norm, and similarly define the right \(S\)-Moore-Penrose inverse of \(A\). This is clearly a natural generalization of the classical Moore-Penrose inverse. They provide an explicit expression based on the singular value decomposition of the matrix \(A\) as well as an alternative expression for the full rank case, in terms of the orthogonal complements with respect to the Frobenius inner product. These results are applied to the preconditioning of linear systems based on Frobenius norm minimization and to the linearly constrained linear least squares problem.

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Cites work

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Cited in

(7)

• A generalization of the optimal diagonal approximate inverse preconditioner
• Geometrical and spectral properties of the orthogonal projections of the identity
• Improving approximate inverses based on Frobenius norm minimization
• A generalization of Moore-Penrose biorthogonal systems
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• Moore-Penrose inverses of Gram matrices leaving a cone invariant in an indefinite inner product space
• Application of Moore-Penrose inverse in deciding the minimal martingale measure

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