Block matrix pseudoinverse: Difference between revisions

Revision as of 23:29, 4 January 2014

Revision as of 21:39, 19 November 2014

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== Derivation ==

Consider a column-wise partitioned matrix:

:<math> [\mathbf A, \mathbf B], \qquad \mathbf A \in \reals^{nm\times mn}, \qquad \mathbf B \in \reals^{pm\times mp}, \qquad m \geq n+p.</math>

If the above matrix is full rank, the [[pseudoinverse]] matrices of it and its transpose are as follows.