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Mathematics > Numerical Analysis

Title: The Pseudoinverse of $A=CR$ is $A^+=R^+C^+$ (?)

Abstract: This paper gives three formulas for the pseudoinverse of a matrix product $A = CR$. The first is sometimes correct, the second is always correct, and the third is almost never correct. But that third randomized pseudoinverse $A^+_r$ may be very useful when $A$ is a very large matrix.
1. $A^+ = R^+C^+$ when $A = CR$ and $C$ has independent columns and $R$ has independent rows.
2. $A^+ = (C^+CR)^+(CRR^+)^+$ is always correct.
3. $A^+_r = (P^TCR)^+P^TCRQ(CRQ)^+ = A^+$ only when $\mathrm{rank}(P^TA) = \mathrm{rank}(AQ) = \mathrm{rank}(A)$ with $A = CR$.
Comments: 10 pages, 5 figures, matlab code, new paragraphs introduce general formulas for the pseudoinverse of CR, new Figures and the randomized pseudoinverse algorithm
Subjects: Numerical Analysis (math.NA)
MSC classes: 15A09, 15A23, 15A24, 65F45, 65F55, 68W20
Cite as: arXiv:2305.01716 [math.NA]
  (or arXiv:2305.01716v3 [math.NA] for this version)

Submission history

From: Michal Karpowicz Dr [view email] [via ASHLEY proxy]
[v1] Tue, 2 May 2023 18:28:22 GMT (5kb)
[v2] Sat, 6 May 2023 16:54:16 GMT (5kb)
[v3] Tue, 26 Mar 2024 22:23:16 GMT (136kb,D)

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