Singular matrix inverse with this method
We saw on the previous page that row and column operations could be applied together to invert a matrix.
In this section we attempt to use this knowledge to invert the matrix from the first section (reproduced here).
A =
That matrix was singular, and the standard inverse technique failed, as did the Moore-Penrose method
of multiplying the transpose of the matrix times both sides of the equation.
Augmenting for row and column operations
Augment the matrix for row and column operations:
Subtract row 1 from row 3.
Subtract column 1 from column 2.
Subtract row 2 from row 3.
Multiply through row 2 by -1.
Add column 2 to column 3.
Now that the original A matrix is reduced as much as possible, we have the task
of identifying the C and R matrices and
multiplying them together to get our inverse.
Creating the A-1
The full C matrix is not used.
The reduced matrix is identity of rank 2, so we take the two corresponding columns of the C
matrix and the two corresponding rows of the R matrix and multiply these to get our
pseudo-inverse:
The reduced R matrix is:
The product of these two matrices is shown here:
Let's refer to our rather interesting inverse with the designation A‡.
Having calculated it, we need a slight refresher on pseudo-inverses.
Pseudo-Inverse Refresher
I use this designation ‡ because in the literature, a pseudo-inverse that meets
all 4 of the properties uses the † designation.
It's sort of a defacto standard.
Here are the 4 properties:
A A† A = A
A† A A† = A†
(A A†)* = (A A†)
(A† A)* = (A† A)
The Hermitian properties (numbers 3 and 4 in the list) are related to pseudo-inverse being unique.
The first two properties are the confirmations that the pseudo-inverse works as a left-hand or right-hand inverse.
To confirm that our inverse meets the first two criteria, we'll do the math.
First we calculate (A‡ A):
Multiplying the above result by the original matrix produces the original again
(property 1 above - A A‡ A = A):
And we confirm the second property
(A‡ A A‡ = A‡)
here:
In the next section we look at what this means to our original problem.