THE MOORE-PENROSE INVERSE OF THE PARTITIONED MARIX AND SIMULATION STUDY

  • Sunwoo, Ha-Sik (Department of Applied Mathematics Konkuk University)
  • Published : 1998.09.01

Abstract

In this paper we have a concern on the Moore-Penrose inverse of two kinds of partitioned matrices of the form [V X] and [{{{{ {V atop {X} {{{{ {X atop { 0} }}] where V is symmetric. The Moore-Penrose inverse of the partitioned matrices can be reduced to be simpler forms according to some algebraic conditions. Firstly we investigate the representations of the Moore-Penrose inverses of the partitioned matrices under four al-gebraic conditions. Each condition reduces the Moore-Penrose inverses of the partitioned matrices under four al-gebraic conditions. Each condition reduces the Morre-Penrose inverse into some simpler form. Also equivalant conditions will be considered. Finally we will perform a simulation study to investigate which con-dition is the most important in the sense that which condition occurs the most frequently in the real situation. The simluation study will show us a particular condition occurs the most likely tha other conditions. This fact enables us to obtain the Morre-Penrose inverse with less computational efforts and computational storage.

Keywords

References

  1. Regression and the Moore-Penrose pseudoinverse A.Albert
  2. Statistics and Probability Letters v.8 Applications of a necessary and sufficient condition for OLS to be BLUE B.H.Baltagi
  3. Generlaized inverses: Theory and applications A.Ben-Isral;T.N.E.Greville
  4. Generalized inverses of linear transformations S.L.Campbell;C.D.Meyer Jr.
  5. J. Soc. Indust. Appl. Math. v.26 Representations for the generalized inverse of a partitioned matrix R.E.Cline
  6. Linear Algebra and Its Applications v.67 A note on the inverse-partitioned-matrix mehtod in linear regression analysis H.Drygas
  7. Journal of SIAM, Applied Mathematics v.30 no.4 Further results on generalized inverses of partitioned matrices F.J.Hall;R.E.Hartwig
  8. Journal of SIAM, Applied Mathematics v.29 Generalized inverses of a bordered matrices of operators F.J.Hall
  9. Sankhya: The Indian Jorenal of Statistics v.37 Generalized inverses of the fundamental bordered matrix used in linear estimation F.J.Hall;C.D.Meyer Jr
  10. Journal of SIAM, Applied Mathematics v.31 no.1 Singular value decomposition and the Moore-Penrose inverse of bordered matrices R.E.Hartwig
  11. J. Statist. Comput. Simul. v.27 Error-free computation of the Moore-Penrose inverse with application to linear least squares analysis S.K.McNulty;W.J.Kennedy
  12. Linear Algebra and Its Applications v.151 General expressions for the Moore-Penrose inverse of 2 × 2 block matrix J.M.Miao
  13. SIAM Review v.12 no.1 Expressions for generalized inverses of a bordered matrix with application to the theory of constrained linear models P.M.Pringle;A.A.Rayner
  14. The American Statistician v.43 The equality of the ordinary least squares estimator and the best linear unbiased estimator S.Puntanen;G.P.H.Styan
  15. Generalized inverse matrices and its applications C.R.Rao;S.K.Mitra
  16. Linear Algebra and Its Applications v.66 Generalized inverse of linear transformations: A geometric approach C.R.Rao;H.Yanai
  17. Linear Algebra and Its Applications v.70 Generalized inverses of partitioned matrices useful in statistical applications C.R.Rao;H.Yanai
  18. Ann. Inst. Statist. Math. v.21 Numerical algorithms for the Moore-Penrose inverse of a Maatrix: Direct methods N.Shinozaki;M.Sibuya;K.Tanabe
  19. Ann. Inst. Statist. Math v.21 Numerical algorithms for the Moore-Penrose inverse of a matrix: Iterative methods N.Shinozaki;M.Sibuya;K.Tanabe
  20. SIAM Journal on Applied Mathematics v.17 On best linear estimation and a general Gauss-Markoff theorem in linear models with arbitary non-negative structure G.Zyskind;F.B.Martin