Moore-Penrose Pseudoinverse

In course

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Description

This lecture covers the Moore-Penrose pseudoinverse, a generalised inverse for arbitrary matrices. It explains its existence, uniqueness, and properties, such as (P1) AGA = A, (P2) GAG = G, (P3) (AG)^T = AG, and (P4) (GA)^T = GA. The lecture also discusses different characterizations of the pseudoinverse and its applications in systems of linear equations and least squares problems.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_r73uqa8r

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Statistics

Data analysis: Regression analysis

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