Nandan Kumar Jha

How one can find the inverse of a non square matrix?

We generally know the inverse exists only for square matrix. Nevertheless this is not true. A nonsingular matrix must have their inverse whether it is square or nonsquare matrix. Merely how one can find the inverse ( Left invesre and  right inverse) of a non square matrix ?

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Nearly recent reply

Other people have touched on this but let me say it simply: If you take a not-square matrix that represents the coefficients of a set up of simultaneous equations Ax = y and then if it is taller than information technology is wide, the problem is overspecified. It may not be possible to satisfy all the equations exactly ( inconsistency) But there is a unique least-square fault solution x which minlmises the length of the error vector east = Ax-y.

That is x= (At.A)^-1 At.y

On the other hand if A is wider than it is tall, tje problem is underspecified and there is a continuum of possible solutions for x. But there is one particular solution for which the length of the vector 10 is minimum. That is 10 = At(A.At)^-1 y

That solution also corresponds to doing this:

If A is Yard×North, Northward>M, find ( east.1000. by Jacobi) its eigenvector decomposition EVEt where Five is the diagonal matrix of eigenvalues of which Due north-Thousand will be zero and E is the matrix of all Due north eigenvector. The changed of that is but by replacing all the eigenvalues in V by their reciprocals EXCEPT for the naught ones, which yous leave at zero.

Pop Answers (i)

Guangdong Technion – Israel Institute of Technology

In general, no. If A is a non-square mxn matrix, you take 2 cases:

one) If thou<n, then the inverse epitome of y\in R^grand normally exists just information technology is not unique. Therefore, the invese mapping of ten \mapsto Ax does non exist (except as a set function).

2) If grand>n, then the image set of R^n in the mapping x \mapsto Ax is a proper subspace of R^m, and if you pick a point from the orthogonal complement of this subspace, you lot can't find the inverse epitome.

To better understand the idea, run into the Rank-nullity theorem:

However, you can discover the so-chosen pseudoinverse

for any matrix by using the singular value decompostion (svd).

It is not the actual inverse matrix, but the "best approximation" of such in the sense of least squares

Howver, if the actual inverse matrix exists, the pseudoinverse coincides with information technology. For instance, in MATLAB you can find the pseudoinverse A past using the control pinv(A).

All Answers (21)

Remember the following properties: If A is m x n and the rank of A is equal to due north, then A has a left inverse: an due north-by-m matrix B such that BA = I. If A has rank thou, then information technology has a right inverse: an due north-by-m matrix B such that AB = I.

A thou x n matrix is said to be full column rank if its columns are independent. This necessarily implies m >= north.

To detect i left inverse of a matrix with contained columns A, nosotros use the full QR decomposition of A to write

A = Q\left(\begin{array}{c}

R_1 \\

0

\end{assortment}

\right)

where R_1 is north 10 north upper triangular and invertible, while Q is m x m and orthogonal. So,

B = \left( \brainstorm{assortment}{cc}

R_1^(-1) & 0

\end{array}

\right)

Similar procedure cold exist accomplish in order to go the correct inverse.

By other side, ane way to compute the pseudo inverse (Moore–Penrose pseudoinverse) is by using the singular value decomposition, the QR method or the iterative method of Ben-Israel and Cohen

Free energy Institute Bangalore

Hope the beneath wiki links will be useful for you lot

  • three.36 KB

Singular value decomposition. If Chiliad = U*Southward*V' (U = unitary, S = square diagonal of non-negative Reals, V = square unitary, and ' = notation for transpose), and so:

For T = a certain diagonal matrix, V*T*U' is the inverse or pseudo-inverse, including the left & right cases. Specifically, the diagonal elements of T are the inverses of those of S, except that a 0 in S maps to a 0 in T.

Note that, conventionally, if M is non-square, then information technology is "tall" (#rows > #columns), and U has the same size equally M. (If M is "wide" instead of "alpine", then rework the analysis using the transpose of M.)

Guangdong Technion – Israel Institute of Technology

In full general, no. If A is a non-foursquare mxn matrix, yous have two cases:

1) If yard<due north, then the inverse image of y\in R^g usually exists but it is not unique. Therefore, the invese mapping of x \mapsto Ax does not exist (except every bit a set function).

two) If g>n, then the paradigm set of R^n in the mapping x \mapsto Ax is a proper subspace of R^k, and if y'all pick a point from the orthogonal complement of this subspace, you tin can't discover the inverse image.

To better understand the thought, see the Rank-nullity theorem:

However, you can find the so-called pseudoinverse

for any matrix by using the singular value decompostion (svd).

Information technology is not the actual inverse matrix, simply the "all-time approximation" of such in the sense of to the lowest degree squares

Howver, if the actual changed matrix exists, the pseudoinverse coincides with information technology. For example, in MATLAB you tin can detect the pseudoinverse A past using the command pinv(A).

Nandan, inverse of a matrix is related to notions of bijective, injective and surjective functions. That means you tin invert a matrix only is it is square (bijective function). So a non atypical matrix "must" not take an inverse matrix.

You tin can defined left (injective office) /right (surjective part) changed for a non foursquare matrix only if rank properties are satisfied and even though the left/correct inverses are ofttimes not unique.

It is perhaps just a matter of semantic to you merely its implies plenty mathematical properties. For a matrix to be invertible it has to exist foursquare (not sufficient property of grade). Otherwise you are referring to its"pseudo inverse". The "pseudo" is not simply a meaningless word.

United Arab Emirates Academy

I support the answer of @Antti Rasila which is perfect.

Institute for Geophysics The Academy of Texas at Austin

In general you can't detect it. Considering of the weather on the changed.

Suppose A^{-1} is the changed of an n x m matrix A. And so we must have that

A \cdot A^{-one} = A^{-1} \cdot A = I

where I is the identity matrix.

Merely if A is n x grand, then if we tin multiply past A^{-1} on both the left and the right,A^{-i} must exist m x n. But and then

A \cdot A^{-one} = I_n and

A^{-one} \cdot A = I_m.

Just these must be equal, and hence n=g and A is square.

If the purpose of inverting the non-square matrix A is to solve a organization of linear equations like Ax=B then you can multiply both sides of the matrix equation by the transpose of A and then that it becomes (Transpose(A) A)10=Transpose(A)B. You can at present capsize Transpose (A) A and thus solve the system of equations.

University of Nevada, Las Vegas

The best inverse for the nonsquare or the square but singular matrix A would be the Moore-Penrose inverse. It is besides a least-squares inverse every bit well as whatever ordinary generalized inverse. Information technology becomes the regular changed for a nonsingular matrix. It can exist computed as follows:

Find the singular value decomposition of the mxn matrix as: A = P1ΔQ1T, where the rank of A is r, P1 is an mxr semiorthogonal matrix, Δ is an rxr diagonal matrix with positive diagonal elements called the singular values of A, and Q1 is an nxr semiorthogonal matrix. The Moore-Penrose inverse of A, denoted by A+ is the unique nxm matrix defined by: A = Q1Δ1P1T, where Δ1 is the inverse of Δ. It is the unique nxm matrix that satisfies the four conditions: (1) AA+A = A, (2) A+AA+ = A+, (iii) (AA+)T = AA+, (4) (A+A)T = A+A.

University of Nevada, Las Vegas

Cheers everyone for enlightenment ...i got the concept behind pseudo-inverse of a non foursquare matrix

OCÉ print (a Cannon compagny)

From a practical point of view, QR factorization is the most efficient way to "capsize" overdeterminated linear systems (ie matrices with a number of lines larger then the number of columns).

In fact every bit it was writen fore, for a matrix A of size 1000×n with g>n, solving the problem

Ax=b (ane)

is a least foursquare problem.

The matrix A can exist factorized every bit the product of an orthogonal matrix Q (m×n) and an upper triangular matrix R (n×north), thus, solving (i) is equivalent to solve

Rx = Q^T b

For more than item, refer to the book of Golub et al. "Matrix ciphering".

Imam Abdulrahman Bin Faisal University

To find the inverse of non-foursquare matrix by using generalized inverses :  Moore-Penrose inverse and information technology has so many representations of this inverse ( SVD representation, Integral representation,, ....etc) and besides can be easily  computed which is depends on the rank of the given matrix. If you lot are interested , please go and search about my name : zeyad al-zhour in Google and then you lot will find some of my published papers in this topic.

Universidad Nacional Autónoma de México

I'd present the state of affairs equally follows, as would be applied to the instance of exploring the convolution coefficients in the case of Savitzky-Golay filters:

Y'all have the 2M+1 sample points in a given (Gaussian) spectrum assembled in the course of a (2M+ane)*1 column-vector, i.due east. \hat{ten}=(x_{-M}, x_{-Chiliad+ane},..., x_0, x_{M-1}, x_M})^T.

The coefficients of a polynomial expansion of these 2M+1 data points are themselves in an N+1 dimension column vector (where North is the social club of the polynomial fit) co-ordinate to: \hat{a}=(a_0,a_1,...,a_N)^T. In full general N$\le$2M and so the matrix pre-multiplying \lid{x} to get \chapeau{a} is not square. The relation between \hat{x} and \lid{a} is given past  \hat{x}=A\hat{a}, where A is a non-square matrix containing integer powers at all positions.

To go \lid{a}, you must firstly multiply each side of the above equation by A^T, the transpose of A giving A^T*\chapeau{ten}=A^T*A*\chapeau{a}, the product matrix A^T*A is itself foursquare since it involves the multiplication of a non-square matrix by its transpose: (n*m)*(thousand*n)=(northward*n) where in the offset matrix north is the number of rows and m is the number of columns and vice versa for the 2d.

Thus, \chapeau{a}=(A^T*A)^{-i}A^T*\hat{x}, since the inverse of a square matrix is more straightforward to calculate. I thought the particular example together with the mathematical subtleties makes the explanation more rigid for the mind to assimilate.

Cholescy factorizaiton tin can used for non square matrixs.

does anyone know how to solve xA=b? post multiplying by pinv(A) does not piece of work...

University of Nevada, Las Vegas

My suggestion is to transpose the equation; in your problem, 10 is a row vector and becomes a column vector under transposition. The transposed equation looks similar A'ten'=b', where A' is the transpose of A. This is hands solved using whatsoever resources nosotros have at present.

Manipal Academy of Higher Education

  • First of all we should know whether the system is consistent or not. The solution may exist given by x=b X, where X is pseudo inverse of A ( i.east.,a matrix Ten satisfying AXA = A).  At present bXA = xAXA = xA = b (since xA=b). If it is inconsistent organization then go for least squares pseudo inverse.

There are many skilful answers here.

I call back reading in Wikipedia

may give a more complete reply.

Promise it helps.

Itzhak

University of Nevada, Las Vegas

Wikipedia reply is almost complete but fails to mention the least squares inverse AL that satisfies conditions (1) A(AL)A = A and (iii) Tranpose(A(AL)) = A(AL) of the Moore-Penrose changed. This invrse is quite useful in statistics. For more data on generalized inverses, see Matrix Anlysis for Statistics by James R. Schott.

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