On best approximate solutions of linear matrix equations

Roger Penrose1
1St John's College, Cambridge

Tóm tắt

In an earlier paper (4) it was shown how to define for any matrix a unique generalization of the inverse of a non-singular matrix. The purpose of the present note is to give a further application which has relevance to the statistical problem of finding ‘best’ approximate solutions of inconsistent systems of equations by the method of least squares. Some suggestions for computing this generalized inverse are also given.

Từ khóa


Tài liệu tham khảo

10.1017/S0305004100030401

10.1007/BF02526278

Moore, 1920, Bull. Amer. math. Soc., 26, 394

Dwyer, 1951, Linear computations, 225

Turnbull, 1948, Theory of canonical matrices, 173