A Generalized Inverse for Matrices R.PENROSE 1954

A Generalized Inverse for Matrices R.PENROSE 1954 - [ 406 ]...

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[ 406 ] A GENERALIZED INVERSE FOR MATRICES BY R. PENROSE Communicated by J. A. TODD Received 26 July 1954 This paper describes a generalization of the inverse of a non-singular matrix, as the unique solution of a certain set of equations. This generalized inverse exists for any (possibly rectangular) matrix whatsoever with complex elements J. It is used here for solving linear matrix equations, and among other applications for finding an expression for the principal idempotent elements of a matrix. Also a new type of spectral decom- position is given. In another paper its application to substitutional equations and the value of hermitian idempotents will be discussed. Notation. Capital letters always denote matrices (not necessarily square) with com- plex elements. The conjugate transpose of the matrix A is written A*. Small letters are used for column vectors (with an asterisk for row vectors) and small Greek letters for complex numbers. The following properties of the conjugate transpose will be used: A** = A, (A+B)* = A* + B*, (BA)* = A*B*, A A* = 0 implies ^4 = 0. The last of these follows from the fact that the trace of A A* is the sum of the squares of the moduli of the elements of A. Erom the last two we obtain the rule BAA* = CAA* implies BA = GA, (1) since (BAA*-CAA*)(B-C)* = (BA-CA)(BA-GA)*. Similarly BA*A = CA*A implies BA* = GA*. (2) THEOREM \. The four equations AX A A C\\ XAX = X, (4) {AX)* = AX, (5) {XA)* = XA, (6) have a unique solution for any A. % Matrices over more general rings will be considered in a later paper.
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A generalized inverse for matrices 407 Proof. I first show that equations (4) and (5) are equivalent to the single equation XX*A* = X. (7) Equation (7) follows from (4) and (5), since it is merely (5) substituted in (4). Con- versely, (7) implies AXX*A* = AX, the left-hand side of which is hermitian. Thus (5) follows, and substituting (5) in (7) we get (4). Similarly, (3) and (6) can be replaced by the equation XAA* = A*. (8) Thus it is sufficient to find an X satisfying (7) and (8). Such an X will exist if a B can be found satisfying M , , 3 B BA*AA* = A*. For then X = BA* satisfies (8). Also, we have seen that (8) implies A*X*A* = A* and therefore BA*X*A* = BA*. Thus X also satisfies (7). Now the expressions A*A, (A*A) 2 , (A*A) 3 ,... cannot all be linearly independent, i.e. there exists a relation A 1 A*A + \ 2 (A*A)*+. ..+A k (A*A) k = 0 > (9) where A,,. .., A ft are not all zero. Let A, be the first non-zero A and put B = - VH Thus (9) gives B(A*A) r+1 = (A*A) T , and applying (1) and (2) repeatedly we obtain BA*AA* = A*, as required. To show that X is unique, we suppose that X satisfies (7) and (8) and that Y satisfies Y = A*Y*Y and A* = A*AY. These last relations are obtained by respectively substituting (6) in (4) and (5) in (3). (They are (7) and (8) with Y in place of X and the reverse order of multiplication and must, by symmetry, also be equivalent to (3), (4), (5) and (6).) Now X = XX*A* = XX* A* AY = XAY
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This note was uploaded on 12/29/2011 for the course ECON 505 taught by Professor Penrose during the Spring '11 term at Boğaziçi University.

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A Generalized Inverse for Matrices R.PENROSE 1954 - [ 406 ]...

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