Abstract
A matrix G is called a generalized inverse (g-invserse) of matrix A if AGA = A and is denoted by G = A −. Constrained g-inverses of A are defined through some matrix expressions like E(AE)−, (FA)− F and E(FAE)− F. In this paper, we derive a variety of properties of these constrained g-inverses by making use of the matrix rank method. As applications, we give some results on g-inverses of block matrices, and weighted least-squares estimators for the general linear model.
Similar content being viewed by others
References
Amemiya T. (1985). Advanced econometrics. Harvard University Press, Cambridge
Ben-Israel A. Greville T.N.E. (2003). Generalized inverses: theory and applications, 2nd Ed. Springer, Berlin Heidelberg, New York
Baksalary J.K., Puntanen S. (1989). Weighted-least-squares estimation in the general Gauss–Markov model. In: Dodge Y.(eds) Statistical data analysis and inference. Elsevier, Amsterdam, pp. 355–368
Campbell S.L., Meyer C.D. (1991). Generalized inverses of linear transformations. Corrected reprint of the 1979 original. Dover Publications, Inc., New York
Davidson R., MacKinnon J.G. (2004). Econometric theory and methods. Oxford University Press, New York
Marsaglia G., Styan G.P.H. (1974). Equalities and inequalities for ranks of matrices. Linear and Multilinear Algebra 2: 269–292
Mitra S.K. (1968). On a generalized inverse of a matrix and applications. Sankhyā Ser A 30:107–114
Mitra S.K., Rao C.R. (1974). Projections under seminorms and generalized Moore-Penrose inverses. Linear Algebra and Its Applications 9:155–167
Rao C.R., Mitra S.K. (1971). Generalized inverse of matrices and its applications. Wiley, New York
Takane Y., Yanai H. (1999). On oblique projectors. Linear Algebra and Its Applications 289:297–310
Tian Y. (2002a). Upper and lower bounds for ranks of matrix expressions using generalized inverses. Linear Algebra and Its Applications 355:187–214
Tian Y. (2002b). The maximal and minimal ranks of some expressions of generalized inverses of matrices. Southeast Asian Bulletin of Mathematics 25:745–755
Tian Y. (2004). More on maximal and minimal ranks of Schur complements with applications. Applied Mathematics and Computation 152:675–692
Tian Y., Cheng S. (2003). The maximal and minimal ranks of A − BXC with applications. New York Journal of Mathematics 9:345–362
Tian Y., Takane Y. (2006). On common generalized inverses of a pair of matrices. Linear and Multilinear Algebra 54:195–209
Yanai H. (1990). Some generalized forms of a least squares g-inverse, minimum norm g-inverse, and Moore-Penrose inverse matrices. Computational Statistics and Data Analysis 10:251–260
Author information
Authors and Affiliations
Corresponding author
About this article
Cite this article
Takane, Y., Tian, Y. & Yanai, H. On constrained generalized inverses of matrices and their properties. AISM 59, 807–820 (2007). https://doi.org/10.1007/s10463-006-0075-3
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10463-006-0075-3