Abstract
In this chapter we introduce matrix operations that are more advanced than those treated so far. We start by describing systems of linear equations, and then introduce the Moore–Penrose (MP) inverse, considered as one of the most important operations for statistics, as well as singular value decomposition (SVD). The MP inverse is closely related to SVD and more useful than the ordinary inverse matrix, which is regarded as a special case of the MP inverse.
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Adachi, K. (2020). Advanced Matrix Operations. In: Matrix-Based Introduction to Multivariate Data Analysis. Springer, Singapore. https://doi.org/10.1007/978-981-15-4103-2_17
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DOI: https://doi.org/10.1007/978-981-15-4103-2_17
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Publisher Name: Springer, Singapore
Print ISBN: 978-981-15-4102-5
Online ISBN: 978-981-15-4103-2
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