Anki Deck Changes

Commit: 92784227 - add pseudoinverse ankis

Author: obrhubr <obrhubr@gmail.com>

Date: 2026-01-13T12:23:30+01:00

Changes: 19 note(s) changed (19 added, 0 modified, 0 deleted)

Note 1: ETH::LinAlg

Deck: ETH::LinAlg
Note Type: Horvath Classic
GUID: E.Y/B(ySb^
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has neither full column nor full row rank?

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has neither full column nor full row rank?

We have to solve both projecting and finding \(||x||^2\) with the smallest norm at once.
We decompose \(A = CR'\) where \(C\) has full column and \(R'\) full row-rank.
Then \(A^\dagger = R^\dagger C^\dagger\).
Field-by-field Comparison
Field Before After
Front What is the pseudoinverse in the case where&nbsp;\(A \in \mathbb{R}^{n \times m}\)&nbsp;has neither full column nor full row rank?
Back We have to solve both projecting and finding&nbsp;\(||x||^2\)&nbsp;with the smallest norm at once.<br>We decompose&nbsp;\(A = CR'\)&nbsp;where&nbsp;\(C\)&nbsp;has full column and&nbsp;\(R'\)&nbsp;full row-rank.<br>Then&nbsp;\(A^\dagger = R^\dagger C^\dagger\).
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude

Note 2: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(A^\dagger A\) is the projection matrix on \(C(A^\top)\)

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(A^\dagger A\) is the projection matrix on \(C(A^\top)\)
Field-by-field Comparison
Field Before After
Text \(A^\dagger A\) is {{c1::the projection matrix on \(C(A^\top)\)}}
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties

Note 3: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\((A^\top)^\dagger = (A^\dagger)^\top \)

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\((A^\top)^\dagger = (A^\dagger)^\top \)
Field-by-field Comparison
Field Before After
Text \((A^\top)^\dagger = {{c1:: (A^\dagger)^\top }}\)
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties

Note 4: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) is a right inverse of \(A\): \[ A A^\dagger = I \]Proof Included

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) is a right inverse of \(A\): \[ A A^\dagger = I \]Proof Included

Proof Since \(A^\top\) has full column rank, \(((A^\top)^\top A^\top) = AA^\top\) is invertible: \(AA^\dagger = AA^\top(A A^\top)^{-1} = I\).
Field-by-field Comparison
Field Before After
Text For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), the <b>pseudo-inverse</b>&nbsp;\(A^\dagger \in \mathbb{R}^{n \times m}\) is {{c1::a right inverse}} of \(A\): \[ {{c1:: A A^\dagger = I }}\]<i>Proof Included</i>
Extra <div><b>Proof</b> Since \(A^\top\) has full column rank, \(((A^\top)^\top A^\top) = AA^\top\) is invertible: \(AA^\dagger = AA^\top(A A^\top)^{-1} = I\).</div>
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 5: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
Given \(A \in \mathbb{R}^{m \times n}\) (can have any rank) and a vector \(b \in \mathbb{R}^m\), the unique solution to \[ \min_{x \in \mathbb{R}^n} ||x||^2 \] such that \(A^\top Ax = A^\top b\) is given by {{c2::\(\hat{x} = A^\dagger b\)}}.

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
Given \(A \in \mathbb{R}^{m \times n}\) (can have any rank) and a vector \(b \in \mathbb{R}^m\), the unique solution to \[ \min_{x \in \mathbb{R}^n} ||x||^2 \] such that \(A^\top Ax = A^\top b\) is given by {{c2::\(\hat{x} = A^\dagger b\)}}.
Field-by-field Comparison
Field Before After
Text Given \(A \in \mathbb{R}^{m \times n}\)&nbsp;(can have any rank) and a vector \(b \in \mathbb{R}^m\), the {{c1::<b>unique</b>}}<b>&nbsp;</b>solution to \[ \min_{x \in \mathbb{R}^n} ||x||^2 \] such that {{c1::\(A^\top Ax = A^\top b\)}} is given by {{c2::\(\hat{x} = A^\dagger b\)}}.
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 6: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(A^\dagger A\) is symmetric

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(A^\dagger A\) is symmetric
Field-by-field Comparison
Field Before After
Text \(A^\dagger A\)&nbsp;is {{c1:: symmetric :: property }}
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties

Note 7: ETH::LinAlg

Deck: ETH::LinAlg
Note Type: Horvath Classic
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
Why is the pseudoinverse (for \(A\) with full row-rank) \(A^\top (AA^\top)^{-1}\)?

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
Why is the pseudoinverse (for \(A\) with full row-rank) \(A^\top (AA^\top)^{-1}\)?

It uses the multiplication by \(A^\top\) to choose an \(\hat{x}\) that lies in the row-space, thus minimising the norm.
Field-by-field Comparison
Field Before After
Front Why is the pseudoinverse (for&nbsp;\(A\)&nbsp;with full row-rank)&nbsp;\(A^\top (AA^\top)^{-1}\)?
Back It uses the multiplication by&nbsp;\(A^\top\)&nbsp;to choose an&nbsp;\(\hat{x}\)&nbsp;that lies in the row-space, thus minimising the norm.
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 8: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
The nullspace of \(A\) \(N(A) \) is equal to the nullspace of \(N(A^\dagger)\)Proof Included

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
The nullspace of \(A\) \(N(A) \) is equal to the nullspace of \(N(A^\dagger)\)Proof Included

Intuitively this holds as \(A^\dagger\) projects onto the \(C(A)\).

Thus anything in \(C(A)^\bot = N(A^\top)\) is projected to \(0\). In other words, \(\forall x \in C(A^\top)^\bot = N(A^\top)\) we have \(A^\dagger x = 0\).
We conclude that \(N(A) = C(A^\top)^\bot = N(A^\dagger)\).
Field-by-field Comparison
Field Before After
Text The <b>nullspace of&nbsp;</b>\(A\)&nbsp;\(N(A) \)&nbsp;is equal to {{c1:: the nullspace of&nbsp;\(N(A^\dagger)\)}}.&nbsp;<i>Proof Included</i>
Extra Intuitively this holds as \(A^\dagger\) projects onto the \(C(A)\).<br><br>Thus anything in \(C(A)^\bot = N(A^\top)\) is projected to \(0\). In other words, \(\forall x \in C(A^\top)^\bot = N(A^\top)\) we have \(A^\dagger x = 0\).<br>We conclude that \(N(A) = C(A^\top)^\bot = N(A^\dagger)\).
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties

Note 9: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), the pseudoinverse \(A^\dagger\) is a left inverse of \(A\), meaning \[ A^\dagger A = I \]Proof Included

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), the pseudoinverse \(A^\dagger\) is a left inverse of \(A\), meaning \[ A^\dagger A = I \]Proof Included

Proof: Since \(A\) has full column rank, \(A^\top A\) invertible and then \(A^\dagger A = ((A^\top A)^{-1} A^\top)A\) \(= (A^\top A)^{-1} (A^\top A) = I\).
Field-by-field Comparison
Field Before After
Text For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), the pseudoinverse \(A^\dagger\) is {{c1::a left inverse}} of \(A\), meaning \[{{c1:: A^\dagger A = I }}\]<i>Proof Included</i>
Extra <b>Proof: </b>Since \(A\) has full column rank, \(A^\top A\) invertible and then \(A^\dagger A = ((A^\top A)^{-1} A^\top)A\) \(= (A^\top A)^{-1} (A^\top A) = I\).
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 10: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::(A^\top A)^{-1} A^\top }}\]

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::(A^\top A)^{-1} A^\top }}\]
Field-by-field Comparison
Field Before After
Text For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), we define the <b>pseudo-inverse</b>&nbsp;\(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::(A^\top A)^{-1} A^\top }}\]
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 11: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent rows?

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent rows?

Because \(rank(A) = r = m\) and thus \(n \geq m\)
  • \(C(A)\)spans \(\mathbb{R}^m\) (columns span the space)
  • \(R(A) \subseteq\) \(\mathbb{R}^n\)
There could be multiple \(x \in \mathbb{R}^n\) that map to \(T_A(x) = b\). We pick the one with the smallest norm \(||x||^2\).
We know \(x = x_r + x_n\) for \(x_r \in R(A)\) and \(x_n \in N(A)\) thus we pick \(x = x_r + 0\) to get the smallest norm.

  
Field-by-field Comparison
Field Before After
Front What is the pseudoinverse in the case where&nbsp;\(A \in \mathbb{R}^{n \times m}\)&nbsp;has independent rows?
Back Because&nbsp;\(rank(A) = r = m\)&nbsp;and thus&nbsp;\(n \geq m\)<ul><li>\(C(A)\)spans&nbsp;\(\mathbb{R}^m\)&nbsp;(columns span the space)</li><li>\(R(A) \subseteq\)&nbsp;\(\mathbb{R}^n\)</li></ul>There could be multiple&nbsp;\(x \in \mathbb{R}^n\)&nbsp;that map to&nbsp;\(T_A(x) = b\). We pick the one with the smallest norm&nbsp;\(||x||^2\).<br>We know&nbsp;\(x = x_r + x_n\)&nbsp;for&nbsp;\(x_r \in R(A)\)&nbsp;and&nbsp;\(x_n \in N(A)\)&nbsp;thus we pick&nbsp;\(x = x_r + 0\)&nbsp;to get the smallest norm.<br><br><div> &nbsp;<img src="paste-4707a6f9abbe720721f1a4ab781ab8c8fda3c76a.jpg"></div>
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude

Note 12: ETH::LinAlg

Deck: ETH::LinAlg
Note Type: Horvath Classic
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
Rewrite \(A^\dagger = R^\dagger C^\dagger\) in terms of A, R, C:

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
Rewrite \(A^\dagger = R^\dagger C^\dagger\) in terms of A, R, C:

\(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\).
Field-by-field Comparison
Field Before After
Front Rewrite&nbsp;\(A^\dagger = R^\dagger C^\dagger\)&nbsp;in terms of A, R, C:
Back \(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\).
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 13: ETH::LinAlg

Deck: ETH::LinAlg
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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For a full row rank matrix \(A\), the unique solution to\[{{c1:: \min_{x \in \mathbb{R}^n} ||x||^2 \text{ s.t. } Ax = b}}\] is given by the vector \(\hat{x} = A^\dagger b\). This \(\hat{x}\) is in  \(C(A^\top)\)Proof Included

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For a full row rank matrix \(A\), the unique solution to\[{{c1:: \min_{x \in \mathbb{R}^n} ||x||^2 \text{ s.t. } Ax = b}}\] is given by the vector \(\hat{x} = A^\dagger b\). This \(\hat{x}\) is in  \(C(A^\top)\)Proof Included

Proof 
By Lemma 6.4.5 we only need to show that \(\hat{x} = A^\dagger b\) satisfies \(A \hat{x} = b\) and that \(\hat{x} \in C(A^\top)\).
  • \(A\hat{x} = AA^\dagger b = AA^\top (AA^\top)^{-1}b = b\) 
  • \(\hat{x} = A^\dagger b = A^\top ((AA^\top)^{-1} b) = A^\top y\) for some \(y\) thus \(x \in C(A^\top)\).
Field-by-field Comparison
Field Before After
Text <div>For a <b>full row rank</b> matrix \(A\), the unique solution to\[{{c1:: \min_{x \in \mathbb{R}^n} ||x||^2 \text{ s.t. } Ax = b}}\]&nbsp;is given by the vector&nbsp;\(\hat{x} = A^\dagger b\). This&nbsp;\(\hat{x}\)&nbsp;is in {{c1::&nbsp;\(C(A^\top)\)}}.&nbsp;<i>Proof Included</i></div>
Extra <div><strong>Proof</strong>&nbsp;</div><div>By Lemma 6.4.5 we only need to show that \(\hat{x} = A^\dagger b\) satisfies \(A \hat{x} = b\) and that \(\hat{x} \in C(A^\top)\).</div><div><ul><li>\(A\hat{x} = AA^\dagger b = AA^\top (AA^\top)^{-1}b = b\)&nbsp;</li><li>\(\hat{x} = A^\dagger b = A^\top ((AA^\top)^{-1} b) = A^\top y\) for some \(y\) thus \(x \in C(A^\top)\).</li></ul></div>
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 14: ETH::LinAlg

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
We can compute the pseudoinverse from the any full rank (not just CR) factorisation of \(A\).

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
We can compute the pseudoinverse from the any full rank (not just CR) factorisation of \(A\).

Note to Lorenz: Leave the "the" in, it's for maximum confusion .
Field-by-field Comparison
Field Before After
Text We can compute the pseudoinverse from the {{c1:: any full rank (not just CR)}} factorisation of&nbsp;\(A\).
Extra <i>Note to Lorenz</i>: Leave the "<i>the</i>" in, it's for maximum confusion .
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

Note 15: ETH::LinAlg

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent columns?

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent columns?

Because \(rank(A) = r = n\) and thus \(m \geq n\)
  • \(R(A)\) spans \(\mathbb{R}^n\)(rows span the space)
  • \(C(A) \subseteq\) \(\mathbb{R}^m\) (as \(A\) is not necessarily square)
We therefore first project  into \(b\) into \(C(A)\) and then invert, which is Least Squares

  
Field-by-field Comparison
Field Before After
Front What is the pseudoinverse in the case where&nbsp;\(A \in \mathbb{R}^{n \times m}\)&nbsp;has independent columns?
Back Because&nbsp;\(rank(A) = r = n\)&nbsp;and thus&nbsp;\(m \geq n\)<br><ul><li>\(R(A)\)&nbsp;spans&nbsp;\(\mathbb{R}^n\)(rows span the space)</li><li>\(C(A) \subseteq\)&nbsp;\(\mathbb{R}^m\)&nbsp;(as&nbsp;\(A\)&nbsp;is not necessarily square)</li></ul><div>We therefore first project&nbsp; into&nbsp;\(b\)&nbsp;into&nbsp;\(C(A)\)&nbsp;and then invert, which is&nbsp;<b>Least Squares</b></div><br><div> &nbsp;<img src="paste-455009459e5a5c70fa5574bdbcedcfb838341523.jpg"></div>
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::0._Prelude

Note 16: ETH::LinAlg

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(AA^\dagger\) is symmetric

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(AA^\dagger\) is symmetric
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Text \(AA^\dagger\) is{{c1:: symmetric :: property }}
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::A^\top (A A^\top)^{-1} }}\]

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::A^\top (A A^\top)^{-1} }}\]

For an \(A\) with full column-rank, we basically define, \(A^\dagger\) as the transpose of the pseudoinverse of the transpose:


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Text For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), we define the <b>pseudo-inverse</b>&nbsp;\(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::A^\top (A A^\top)^{-1} }}\]
Extra For an \(A\) with full column-rank, we basically define, \(A^\dagger\) as the transpose of the pseudoinverse of the transpose:<br><img src="paste-ea3dc98b302c74b79fb2bafc8b144f36da289e16.jpg"><br><br>
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = r\) and CR decomposition \(A = CR\), we define the pseudoinverse \(A^\dagger\) as \[ A^\dagger = R^\dagger C^\dagger \]

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = r\) and CR decomposition \(A = CR\), we define the pseudoinverse \(A^\dagger\) as \[ A^\dagger = R^\dagger C^\dagger \]

We can rewrite this as \(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\).
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Text For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = r\) and CR decomposition \(A = CR\), we define the pseudoinverse \(A^\dagger\) as \[ A^\dagger = {{c1::R^\dagger C^\dagger }}\]<br>
Extra We can rewrite this as \(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\).
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::1._Definitions

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(AA^\dagger\) is the projection matrix on \(C(A)\).

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ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
\(AA^\dagger\) is the projection matrix on \(C(A)\).
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Text \(AA^\dagger\) is {{c1:: the projection matrix on \(C(A)\)}}.
Tags: ETH::1._Semester::LinAlg::6._Applications_of_orthogonality_and_projections::4._The_Pseudoinverse,_also_known_as_Moore-Penrose_Inverse::2._Properties
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