Generalized inverse formulas using the Schur ... - Benisrael.net

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Note that (1.6) is equivalent toGENERALIZED INVERSE FORMULAS 255(1.10) C CA(1)A for every A (),that (1.7) is equivalent to(1.11) B AA(I)B for every A (1),and similarly for (1.8) and (1.9). We shall say that M satisfies (N1) if (1.6) and (1.7)hold, (N3) if (1.7) and (1.8) hold, (N4) if (1.6) and (1.9) hold, and (N) if m satisfies(N3) and (N4). The numbering of the conditions (N1), (N3), (N,) correspondswith the numbering of the equations for the Moore-Penrose inverse. As will beseen (Theorem 1 (ii)) no condition is needed on M for existence of an M (2) in theform (2.1) so (N2) is omitted.2. A formula for generalized inverses. Suppose M is in form (1.5), whereA is p q and D is (l p) (n q). Consider a matrix of the form(2.1) rnIa + aBsCa-sCaaBsl swhere a is q x p and s is (n- q) (l- p). We shall show that under certainconditions m is a generalized inverse of M.Let S D CaB. The following statements are easily verified (see Appendix):If al, a2 are (1)-inverses of A, then CalB CazB if (1.6) and (1.7) hold. Thusunder certain conditions S is independent of the choice of a. However, in the sequelwe shall always assume that S is given in terms of a specific choice of a.If a, s satisfy (1.1) relative to A, S respectively, then m satisfies (1.1) relative toM if and only if M MmM 0 or"(2.2)(2.3)(I Ss)C(I aA) O,(I Aa)B(I sS) O,(2.4) (I Aa)BsC(I aA) O.Then m satisfies (1.1) relative to M if M satisfies any one of (N1) or (N3) or (N4).If a, s satisfy (1.2) relative to A, S respectively, then m always satisfies (1.2)relative to M.If a, s satisfy (1.3) relative to A, S respectively, then m satisfies (1.3) relative toM if M satisfies (N3).If a A (1’3), s S(1’3), and m M (1’3), then (Mm)* Mm implies(2.5) [(I Ss)Ca]* (I- Aa)Bswhich together with (2.3) implies (1.7) holds. Moreover, the conjugate transposeof (2.5) in view of (2.2) shows that (1.8) must hold.If a, s satisfy (1.4) relative to A, S respectively, then m satisfies (1.4) relative toM if M satisfiesSimilarly if a A (1’4), s S(1’4), and m M(1’4), then M satisfiesTherefore we have the following theorem.
256 F. BURNS, D. CARLSON, E. HAYNSWORTH AND T. MARKHAMTHEOREM 1.(i) If a A (1) and s S1, then m M 1) if M satisfies (N1) or (N3) or (N4).(ii) If a A 2 and s St2, then m M2.(iii) Ira A (j and s S tj then m M tj if M satisfies (Nj),j 3, 4.(iv) If a A tl’j) and s Stl’j, then m M tl’j if and only if M satisfies(Nj),j 3, 4.(v) If A A and s S t, then m M* if and only if M satisfies (N).Remark. The conditions for obtaining any M (i’j) or M (i’j’k) in terms of correspondinga and s can be obtained as immediate corollaries. For example, ifa A (l’a’’) and s S(l’a’’), then m M (1’a’4) if and only if M satisfies (N).P. Bhimasankaram [4] has formulas for M (1) and M (1’2) which are identicalwith ours under conditions equivalent to (2.2), (2.3), (2.4). He has shown (as weremarked above) that (2.2), (2.3), (2.4) are necessary and sufficient for existence ofM (1) in the form (2.1). However, Theorem gives a more complete picture forany M (i), M "’j), M (i’j’k) inverse. Bhimasankaram has proved some other interestingresults for special cases.Rohde [9] has proved that if a, s are (1) or (1, 2) or (1, 2, 3) or Moore-Penroseinversesof A, S, then m is the corresponding inverse of M when M is positivesemidefinite Hermitian and partitioned symmetrically (and, for the (1, 2, 3) orMoore-Penrose inverse, with the assumption that D is nonsingular and p(M)p(A) + p(D)). As was proved by Albert [1] in the real case (his proofs carry_that m M* for certain 2n x 2n matrices M.We say that M satisfies (N’) if, for some specified (M/D),(1.6’) N(D) N(B),(1.7’) N(D*) N(C*),over to the complex case) such positive semidefinite Hermitian M always satisfy(1.6) and (1.7); and positive definite Hermitian M satisfy (1.8) and (1.9), as(M/A) D B*A*B is also positive definite Hermitian. Ben-Israel [2] has shown_ N((M/D)*) N(B*),(1.9’) N((M/D)) N(C).Given M in form (1.5), where A is p x q and D is (l p) x (n q), if we considera matrix of the formI (2.6) m,-dCt d + dCtBd]where is q x p and d is (n q) x (1 p), and let T A BdC, we obtain aresult analogous to Theorem 1. The following corollaries apply specifically to theMoore-Penrose inverseCOROLLARY 1. If M satisfies both (N) and (N’), thenM*=[ (2.7) (M/D)*A*B(M/A)*]-D*C(M/D)*Proof. The proof follows from Theoremabove, by the uniqueness of M*.and the analogous result mentioned
Page 1: SIAM J. APPL. MATH.Vol. 26, No. 2,
Page 5 and 6: 258 F. BURNS, D. CARLSON, E. HAYNSW

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