Penrose广义逆(II)
1. { 1 } 逆 与 { 1 , 2 } 逆 \{1\}逆与\{1,2\}逆 {1}逆与{1,2}逆
定理1:设
Y
,
Z
∈
A
{
1
}
,
则
Y
A
Z
∈
A
{
1
,
2
}
Y,Z\in A\{1\},则YAZ\in A\{1,2\}
Y,Z∈A{1},则YAZ∈A{1,2}
直接用定义验证即可
定理2:给定矩阵A及
Z
∈
A
{
1
}
,
Z
∈
A
{
1
,
2
}
Z\in A\{1\},Z\in A\{1,2\}
Z∈A{1},Z∈A{1,2}的充要条件是
r
a
n
k
A
=
r
a
n
k
Z
rankA=rankZ
rankA=rankZ
证明必要性:
Z
∈
A
{
1
}
,
r
a
n
k
Z
≥
r
a
n
k
A
,
又
Z
A
Z
=
Z
→
r
a
n
k
A
≥
r
a
n
k
Z
,
所
以
r
a
n
k
A
=
r
a
n
k
z
Z\in A\{1\},rankZ\geq rankA,又ZAZ=Z\rightarrow rankA\geq rankZ,所以rankA=rankz
Z∈A{1},rankZ≥rankA,又ZAZ=Z→rankA≥rankZ,所以rankA=rankz
证明充分性:
r
a
n
k
(
A
A
(
1
)
)
=
r
a
n
k
(
A
(
1
)
A
)
=
r
a
n
k
A
rank(AA^{(1)})=rank(A^{(1)}A)=rankA
rank(AA(1))=rank(A(1)A)=rankA
2. { 1 } − \{1\}- {1}−逆与 { 1 , 2 , 3 } − \{1,2,3\}- {1,2,3}−逆
引理:对于任何矩阵,我们均拥有
r
a
n
k
(
A
H
A
)
=
r
a
n
k
(
A
A
H
)
=
r
a
n
k
(
A
)
rank(A^HA)=rank(AA^H)=rank(A)
rank(AHA)=rank(AAH)=rank(A)
N
(
A
)
N(A)
N(A)的推导过程可以得出R空间是一致的
证明:
对
于
x
∈
N
(
A
)
→
A
H
A
=
0
→
N
(
A
)
⊂
N
(
A
H
A
)
对于x\in N(A)\rightarrow A^HA=0\rightarrow N(A)\sub N(A^HA)
对于x∈N(A)→AHA=0→N(A)⊂N(AHA)
对于
x
∈
N
(
A
H
A
)
,
x
H
A
H
A
x
=
0
→
(
A
x
)
H
(
A
x
)
=
0
→
x
∈
N
(
A
)
→
N
(
A
H
A
)
⊂
N
(
A
)
x\in N(A^HA),x^HA^HAx=0\rightarrow (Ax)^H(Ax)=0\rightarrow x\in N(A)\rightarrow N(A^HA)\sub N(A)
x∈N(AHA),xHAHAx=0→(Ax)H(Ax)=0→x∈N(A)→N(AHA)⊂N(A)
所以可以证得:
r
a
n
k
(
A
H
A
)
=
r
a
n
k
(
A
A
H
)
=
r
a
n
k
(
A
)
rank(A^HA)=rank(AA^H)=rank(A)
rank(AHA)=rank(AAH)=rank(A)
定理3:给定矩阵
A
A
A,则
Y
=
(
A
H
A
)
(
−
1
)
A
H
∈
A
{
1
,
2
,
3
}
,
Z
=
A
H
(
A
A
H
)
(
−
1
)
∈
A
{
1
,
2
,
4
}
Y=(A^HA)^{(-1)}A^H\in A\{1,2,3\},Z=A^H(AA^H)^{(-1)}\in A\{1,2,4\}
Y=(AHA)(−1)AH∈A{1,2,3},Z=AH(AAH)(−1)∈A{1,2,4}
先将A用
A
H
A
A^HA
AHA表示,推出
{
1
}
\{1\}
{1}逆,然后推导出秩互相大于等于,推出
{
1
,
2
}
\{1,2\}
{1,2}逆,最后再证明一下
{
3
}
\{3\}
{3}逆
3.关于 A + A^+ A+
定理4:给定矩阵A,
A
+
=
A
(
1
,
4
)
A
A
(
1
,
3
)
A^+=A^{(1,4)}AA^{(1,3)}
A+=A(1,4)AA(1,3)
定理5:给定矩阵A,则
- r a n k A + = r a n k A rankA^+=rankA rankA+=rankA
- ( A + ) + = A , A (A^+ )^+=A,A (A+)+=A,A
- ( A H ) + = ( A + ) H , ( A T ) + = ( A + ) T (A^H)^+=(A^+)^H,(A^T)^+=(A^+)^T (AH)+=(A+)H,(AT)+=(A+)T
- ( A H A ) + = A + ( A H ) + , ( A A H ) + = ( A H ) + A + (A^HA)^+=A^+(A^H)^+,(AA^H)^+=(A^H)^+A^+ (AHA)+=A+(AH)+,(AAH)+=(AH)+A+
- A + = ( A H A ) + A H = A H ( A A H ) + A^+=(A^HA)^+A^H=A^H(AA^H)^+ A+=(AHA)+AH=AH(AAH)+
-
R
(
A
+
)
=
R
(
A
H
)
,
N
(
A
+
)
=
N
(
A
H
)
R(A^+)=R(A^H),N(A^+)=N(A^H)
R(A+)=R(AH),N(A+)=N(AH)
证明, t o b e c o n t i n u e d to\ be\ continued to be continued