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Author: Stephen L. Campbell Publisher: SIAM ISBN: 0898719046 Category : Mathematics Languages : en Pages : 289
Book Description
Generalized (or pseudo-) inverse concepts routinely appear throughout applied mathematics and engineering, in both research literature and textbooks. Although the basic properties are readily available, some of the more subtle aspects and difficult details of the subject are not well documented or understood. First published in 1979, Generalized Inverses of Linear Transformations remains up-to-date and readable, and it includes chapters on Markov chains and the Drazin inverse methods that have become significant to many problems in applied mathematics. The book provides comprehensive coverage of the mathematical theory of generalized inverses coupled with a wide range of important and practical applications that includes topics in electrical and computer engineering, control and optimization, computing and numerical analysis, statistical estimation, and stochastic processes. Audience: intended for use as a reference by applied scientists and engineers.
Author: Stephen L. Campbell Publisher: SIAM ISBN: 0898719046 Category : Mathematics Languages : en Pages : 289
Book Description
Generalized (or pseudo-) inverse concepts routinely appear throughout applied mathematics and engineering, in both research literature and textbooks. Although the basic properties are readily available, some of the more subtle aspects and difficult details of the subject are not well documented or understood. First published in 1979, Generalized Inverses of Linear Transformations remains up-to-date and readable, and it includes chapters on Markov chains and the Drazin inverse methods that have become significant to many problems in applied mathematics. The book provides comprehensive coverage of the mathematical theory of generalized inverses coupled with a wide range of important and practical applications that includes topics in electrical and computer engineering, control and optimization, computing and numerical analysis, statistical estimation, and stochastic processes. Audience: intended for use as a reference by applied scientists and engineers.
Author: Adi Ben-Israel Publisher: Springer Science & Business Media ISBN: 0387216340 Category : Mathematics Languages : en Pages : 433
Book Description
This second edition accounts for many major developments in generalized inverses while maintaining the informal and leisurely style of the 1974 first edition. Added material includes a chapter on applications, new exercises, and an appendix on the work of E.H. Moore.
Author: Guorong Wang Publisher: Springer ISBN: 9811301468 Category : Mathematics Languages : en Pages : 378
Book Description
This book begins with the fundamentals of the generalized inverses, then moves to more advanced topics. It presents a theoretical study of the generalization of Cramer's rule, determinant representations of the generalized inverses, reverse order law of the generalized inverses of a matrix product, structures of the generalized inverses of structured matrices, parallel computation of the generalized inverses, perturbation analysis of the generalized inverses, an algorithmic study of the computational methods for the full-rank factorization of a generalized inverse, generalized singular value decomposition, imbedding method, finite method, generalized inverses of polynomial matrices, and generalized inverses of linear operators. This book is intended for researchers, postdocs, and graduate students in the area of the generalized inverses with an undergraduate-level understanding of linear algebra.
Author: Haruo Yanai Publisher: Springer Science & Business Media ISBN: 144199887X Category : Mathematics Languages : en Pages : 244
Book Description
Aside from distribution theory, projections and the singular value decomposition (SVD) are the two most important concepts for understanding the basic mechanism of multivariate analysis. The former underlies the least squares estimation in regression analysis, which is essentially a projection of one subspace onto another, and the latter underlies principal component analysis, which seeks to find a subspace that captures the largest variability in the original space. This book is about projections and SVD. A thorough discussion of generalized inverse (g-inverse) matrices is also given because it is closely related to the former. The book provides systematic and in-depth accounts of these concepts from a unified viewpoint of linear transformations finite dimensional vector spaces. More specially, it shows that projection matrices (projectors) and g-inverse matrices can be defined in various ways so that a vector space is decomposed into a direct-sum of (disjoint) subspaces. Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition will be useful for researchers, practitioners, and students in applied mathematics, statistics, engineering, behaviormetrics, and other fields.
Author: C. R. Rao Publisher: ISBN: Category : Languages : en Pages : 22
Book Description
A generalized inverse of a linear transformation A: v yield w, where v and w are finite dimensional vector spaces, is defined using geometric concepts of linear transformations and projection operators. The inverse is uniquely defined in terms of specified subspaces m is a subset of v, 1 is a subset of w and a linear transformation N such that AN = O, NA = O. Such an inverse which is unique is called the 1mN-inverse. A Moore-Penrose type inverse is obtained by putting N=O. Applications to optimization problems when v and w are inner product spaces, such as least squares in a general setting, are discussed. The results given in the paper can be extended without any major modification of proofs to bounded linear operators with closed range on Hilbert spaces. Keywords: G inverse; Linear transformation; Moore Penrose inverse; Projection operator. (jhd).
Author: Stephen La Vern Campbell Publisher: Pitman Advanced Publishing Program ISBN: Category : Mathematics Languages : en Pages : 292
Book Description
This collection of original papers shows the variety of current research into generalized inverses of linear transformations and their applications. The papers are grouped in sections, covering topics which include systems theory, operator theory, numerical methods, applications to Markov chains, and interpolation theory.
Author: Erik W. Grafarend Publisher: Springer Science & Business Media ISBN: 3642706592 Category : Science Languages : en Pages : 621
Book Description
During the period April 25th to May 10th, 1984 the 3rd Course of the International School of Advanced Geodesy entitled "Optimization and Design of Geodetic Networks" took place in Erice. The main subject of the course is clear from the title and consisted mainly of that particular branch of network analysis, which results from applying general concepts of mathematical optimization to the design of geodetic networks. As al ways when dealing with optimization problems, there is an a-priori choice of the risk (or gain) function which should be minimized (or maximized) according to the specific interest of the "designer", which might be either of a scientific or of an economic nature or even of both. These aspects have been reviewed in an intro ductory lecture in which the particular needs arising in a geodetic context and their analytical representations are examined. Subsequently the main body of the optimization problem, which has been conven tionally divided into zero, first, second and third order design problems, is presented. The zero order design deals with the estimability problem, in other words with the definition of which parameters are estimable from a given set of observa tions. The problem results from the fact that coordinates of points are not univocally determined from the observations of relative quantities such as angles and distances, whence a problem of the optimal choice of a reference system, the so-called "datum problem" arises.
Author: Dragana S. Cvetković‐Ilić Publisher: Springer ISBN: 9811063494 Category : Mathematics Languages : en Pages : 203
Book Description
This book addresses selected topics in the theory of generalized inverses. Following a discussion of the “reverse order law” problem and certain problems involving completions of operator matrices, it subsequently presents a specific approach to solving the problem of the reverse order law for {1} -generalized inverses. Particular emphasis is placed on the existence of Drazin invertible completions of an upper triangular operator matrix; on the invertibility and different types of generalized invertibility of a linear combination of operators on Hilbert spaces and Banach algebra elements; on the problem of finding representations of the Drazin inverse of a 2x2 block matrix; and on selected additive results and algebraic properties for the Drazin inverse. In addition to the clarity of its content, the book discusses the relevant open problems for each topic discussed. Comments on the latest references on generalized inverses are also included. Accordingly, the book will be useful for graduate students, PhD students and researchers, but also for a broader readership interested in these topics.