HP
Prime and HP 50g: Using the LSQ Function
to find the Moore-Penrose Inverse of a Matrix
Recall
that the Moore-Penrose Inverse of a Matrix A, A^+, with r rows and c columns
is:
If
r ≤ c and rank(A) = r (horizontal
matrix), then:
A^+
= A^T * (A*A^T)^-1
If
r ≥ c and rank(A) = c (vertical matrix),
then:
A^+
= (A^T * A)^-1 * A^T
You
can see the blog entry about the Moore-Penrose inverse here: http://edspi31415.blogspot.com/2014/08/moore-penrose-inverse-of-matrix.html.
On
the LSQ (Least Squares Solution Command) function, featured on both the HP
Prime and HP 50G, you can find A^+.
Syntax
to find A^+ using the LSQ Command
HP Prime:
LSQ(matrix,
IDENMAT(r))
Where
IDENMAT is the identity matrix command.
Path
to IDENMAT: Toolbox, Math, 7. Matrix, 4.
Create, 2. Identity
Path
to LSQ: Toolbox, Math, 7. Matrix, 7.
Factorize, 2. LSQ
HP 50g:
2: identity matrix of dimension r x r (R IDN)
1: matrix
LSQ
Build
the identity matrix by entering r, then [Left Shift], [5] (MATRICES), [F1]
(CREATE), [F4] (IDN)
Path
to LSQ: [Left Shift], [5] (MATRICES),
[F2] (OPER), [NXT], [F2] (LSQ)
Examples
(answers are rounded to five decimal places):
Example
1
M
=
[[2,
5],
[3,
3],
[4,
5]]
(3
x 2 matrix, r = 3)
HP
Prime: LSQ(M, IDENMAT(3))
HP
50g: 2:
(3 IDN), 1: M
Result:
M^+
»
[[-0.45026,
0.31579, 0.21579],
[0.35263,
-0.15789, -0.05789]]
Example
2
M
=
[[4,
0.3, -0.8, 4.8, 2.5],
[-1.8,
3.6, 4.2, 4.4, -7]]
(2
x 5, r = 2)
HP
Prime: LSQ(M, IDENMAT(2))
HP
50g: 2:
(2 IDN), 1: M
Result:
M^+
»
[[0.0853,
-0.01272],
[0.01109,
0.03586],
[-0.01224,
0.04039],
[0.11059,
0.04939],
[0.04594,
-0.06586]]
This
blog is property of Edward Shore. 2014.
