What is the pseudoinverse of a matrix?
We know that if A is a square matrix with full rank, then A-1 is said to be the inverse of A if the following condition holds:
The pseudoinverse or the Moore-Penrose inverse of a matrix is a generalization of matrix inverse when the matrix is not invertible. And when the matrix is invertible, the pseudoinverse or Moore-Penrose inverse of the matrix is the same as the inverse of the matrix.
Let’s say A is an mxn matrix. A+ is said to be the pseudoinverse or Moore-Penrose inverse of A if the following conditions hold:
1.
2.
3. AA+ is Hermitian. So, the conjugate transpose of AA+ is AA+. In other words,
4. A+A is Hermitian. So, the conjugate transpose of A+A is A+A. In other words,
Please also note that if the rank of the matrix A is equal to its column rank, then A+ is said to be the left inverse of A if the following condition holds:
On the other hand, if the rank of the matrix A is equal to its row rank, then A+ is said to be the right inverse of A if the following condition holds:
How to calculate the pseudoinverse of a matrix using Python?
We can use the following Python code to calculate the pseudoinverse of a matrix…
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