推 lapras:那A+不就是A的反矩陣...? 11/29 19:52
推 joechao119:不...A不一定是方陣 那個書上說是叫psudoinverse 11/29 22:41
推 machoyan:感謝!!! 11/30 00:29
應沒有演算法課本的外系同學要求把這兩題內容po出來
Lemma28.9
Any positive-definite matrix is nonsingular.
Lemma28.10
If A is a symmetric positive-definite matrix, then
every leading submatrix of A is symmetric and positive-definite
Lemma28.11(Schur complement lemma)
If A is a symmetric positive-definite matrix and Ak is a leading k*k
submatrix of A, then the Schur complement of A with respect to Ak
is symmetric and positive-definite.(k是小的我不會打)
"A+" 就是(A的轉置乘以A)的反矩陣再乘以(A的轉置)...希望能被看懂
28.5.7
A(A+)A = A
(A+)A(A+) = (A+)
(A(A+))的轉置 = A(A+)
((A+)A)的轉置 = (A+)A
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