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The Pseudo-Inverse of a Product

✍ Scribed by Richard Bouldin

Book ID
124881280
Publisher
Society for Industrial and Applied Mathematics
Year
1973
Tongue
English
Weight
624 KB
Volume
24
Category
Article
ISSN
0036-1399

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Given an absolutely continuous density of a random matrix X, we study the density of the inverse when X is a p x p symmetric, triangular and arbitrary matrix, and the pseudo-inverse when X is rectangular. In the latter case we provide alternative proofs to that of Zhang (1985), who first obtained th