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MathGroup Archive 2000

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Re: PseudoInverse for exact matrices

  • To: mathgroup at smc.vnet.net
  • Subject: [mg25187] Re: PseudoInverse for exact matrices
  • From: Mark Fisher <mark.fisher at atl.frb.org>
  • Date: Tue, 12 Sep 2000 21:24:30 -0400 (EDT)
  • Organization: Federal Reserve Bank of Atlanta
  • References: <8pkk7s$m2o@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

I don't know much about pseudoinverses, but I do know that
myPseudoInverse gives a result different from what Mathematica's PseudoInverse
gives. 

(* copied from original email *)
myPseudoInverse[m_List?MatrixQ /; Precision[m] === Infinity] := 
    Module[{n = NullSpace[m]}, 
      n = If[n === {}, {Table[0, {Length[First[m]]}]}, n];
      Inverse[Transpose[m].m + Transpose[n].n].Transpose[m]];


In[69]:=
p = PseudoInverse[m = {{1 + I, 1}}]

Out[69]=
{{1/3 - I/3}, {1/3}}

In[70]:=
pp = myPseudoInverse[m]

Out[70]=
{{3/5 - I/5}, {1/5 - (2*I)/5}}

In "Further Examples" from the help listing for PseudoInverse, it says
that the pseudoinverse satisfies four conditions:

In[72]:=
{m.p.m == m, p.m.p == p, p.m == Transpose[p.m], m.p == Transpose[m.p]}

Out[72]=
{True, True, False, True}

In[73]:=
{m.pp.m == m, pp.m.pp == pp, pp.m == Transpose[pp.m], m.pp ==
Transpose[m.pp]}

Out[73]=
{True, True, True, True}

Well it appears as though Mathematica's built in PseudoInverse has failed the
tests, whereas myPseudoInverse has passed. Is this a bug or have I done
something wrong?

-- Mark
Mark Fisher
Economic Advisor
Research Department
Federal Reserve Bank of Atlanta
Atlanta, GA 30303
404-521-8757 (voice)
404-521-8810 (fax)
mark.fisher at atl.frb.org

personal web page: www.markfisher.net


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