\contentsline {chapter}{\tocchapter {Chapter}{}{Glossary of notation}}{vii} \contentsline {chapter}{\tocchapter {Chapter}{}{Introduction}}{1} \contentsline {section}{\tocsection {}{1}{The inverse of a nonsingular matrix}}{1} \contentsline {section}{\tocsection {}{2}{Generalized inverses of matrices}}{1} \contentsline {section}{\tocsection {}{3}{Illustration: Solvability of linear systems}}{2} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{2} \contentsline {section}{\tocsection {}{4}{Diversity of generalized inverses}}{3} \contentsline {section}{\tocsection {}{5}{Preparation expected of the reader}}{3} \contentsline {section}{\tocsection {}{6}{Historical note}}{3} \contentsline {section}{\tocsection {}{7}{Remarks on notation}}{4} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{4} \contentsline {chapter}{\tocchapter {Chapter}{0}{Preliminaries}}{5} \contentsline {section}{\tocsection {}{1}{Scalars and vectors}}{5} \contentsline {subsection}{\tocsubsection {}{1.1}{}}{5} \contentsline {subsection}{\tocsubsection {}{1.2}{}}{5} \contentsline {subsection}{\tocsubsection {}{1.3}{}}{5} \contentsline {subsection}{\tocsubsection {}{1.4}{}}{5} \contentsline {subsection}{\tocsubsection {}{1.5}{}}{6} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{6} \contentsline {section}{\tocsection {}{2}{Linear transformations and matrices}}{8} \contentsline {subsection}{\tocsubsection {}{2.1}{}}{8} \contentsline {subsection}{\tocsubsection {}{2.2}{}}{9} \contentsline {subsection}{\tocsubsection {}{2.3}{}}{9} \contentsline {subsection}{\tocsubsection {}{2.4}{}}{9} \contentsline {subsection}{\tocsubsection {}{2.5}{}}{9} \contentsline {subsection}{\tocsubsection {}{2.6}{}}{10} \contentsline {subsection}{\tocsubsection {}{2.7}{}}{10} \contentsline {subsection}{\tocsubsection {}{2.8}{}}{10} \contentsline {subsection}{\tocsubsection {}{2.9}{}}{11} \contentsline {subsection}{\tocsubsection {}{2.10}{}}{11} \contentsline {subsection}{\tocsubsection {}{2.11}{}}{11} \contentsline {subsection}{\tocsubsection {}{2.12}{}}{11} \contentsline {subsection}{\tocsubsection {}{2.13}{}}{12} \contentsline {subsection}{\tocsubsection {}{2.14}{}}{12} \contentsline {subsection}{\tocsubsection {}{2.15}{}}{12} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{13} \contentsline {section}{\tocsection {}{3}{Elementary operations and permutations}}{18} \contentsline {subsection}{\tocsubsection {}{3.1}{}}{18} \contentsline {subsection}{\tocsubsection {}{3.2}{}}{19} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{20} \contentsline {section}{\tocsection {}{4}{The Hermite normal form and related items}}{20} \contentsline {subsection}{\tocsubsection {}{4.1}{}}{20} \contentsline {subsection}{\tocsubsection {}{4.2}{}}{20} \contentsline {subsection}{\tocsubsection {}{4.3}{}}{21} \contentsline {subsection}{\tocsubsection {}{4.4}{}}{22} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{22} \contentsline {section}{\tocsection {}{5}{Determinants and volume}}{24} \contentsline {subsection}{\tocsubsection {}{5.1}{}}{24} \contentsline {subsection}{\tocsubsection {}{5.2}{}}{25} \contentsline {subsection}{\tocsubsection {}{5.3}{}}{25} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{25} \contentsline {section}{\tocsection {}{6}{Some multilinear algebra}}{28} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{28} \contentsline {section}{\tocsection {}{7}{The Jordan normal form}}{29} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{31} \contentsline {section}{\tocsection {}{8}{The Smith normal form}}{33} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{33} \contentsline {section}{\tocsection {}{9}{Nonnegative matrices}}{33} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{34} \contentsline {chapter}{\tocchapter {Chapter}{1}{Existence and Construction of Generalized Inverses}}{35} \contentsline {section}{\tocsection {}{1}{The Penrose equations}}{35} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{35} \contentsline {section}{\tocsection {}{2}{Existence and construction of $\{1\}$--inverses}}{36} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{36} \contentsline {section}{\tocsection {}{3}{Properties of $\{1\}$--inverses}}{37} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{38} \contentsline {section}{\tocsection {}{4}{Existence and construction of $\{1,2\}$--inverses}}{39} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{40} \contentsline {section}{\tocsection {}{5}{Existence and construction of $\{1,2,3\}$--, $\{1,2,4\}$-- and $\{1,2,3,4\}$--inverses}}{40} \contentsline {section}{\tocsection {}{6}{Explicit formula for $A^{\dag }$}}{42} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{42} \contentsline {section}{\tocsection {}{7}{Construction of $\{2\}$--inverses of prescribed rank}}{43} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{44} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{44} \contentsline {chapter}{\tocchapter {Chapter}{2}{Linear Systems and Characterization of Generalized Inverses}}{45} \contentsline {section}{\tocsection {}{1}{Solutions of linear systems}}{45} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{46} \contentsline {section}{\tocsection {}{2}{Characterization of $A\{1,3\}$ and $A\{1,4\}$}}{48} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{48} \contentsline {section}{\tocsection {}{3}{Characterization of $A\{2\}$, $A\{1,2\}$ and other subsets of $A\{2\}$.}}{49} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{50} \contentsline {section}{\tocsection {}{4}{Idempotent matrices and projectors}}{50} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{54} \contentsline {section}{\tocsection {}{5}{Matrix functions}}{56} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{59} \contentsline {section}{\tocsection {}{6}{Generalized inverses with prescribed range and null space}}{61} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{63} \contentsline {section}{\tocsection {}{7}{Orthogonal projections and orthogonal projectors}}{64} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{66} \contentsline {section}{\tocsection {}{8}{Efficient characterization of classes of generalized inverses}}{73} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{75} \contentsline {section}{\tocsection {}{9}{Restricted generalized inverses}}{76} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{78} \contentsline {section}{\tocsection {}{10}{The Bott--Duffin inverse}}{79} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{81} \contentsline {section}{\tocsection {}{11}{An application of $\{1\}$--inverses in interval linear programming}}{82} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{83} \contentsline {section}{\tocsection {}{12}{A $\{1,2\}$--inverse for the integral solution of linear equations}}{84} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{85} \contentsline {section}{\tocsection {}{13}{An application of the Bott--Duffin inverse to electrical networks}}{85} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{87} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{89} \contentsline {chapter}{\tocchapter {Chapter}{3}{Minimal Properties of Generalized Inverses}}{91} \contentsline {section}{\tocsection {}{1}{Least--squares solutions of inconsistent linear systems}}{91} \contentsline {subsection}{\tocsubsection {}{}{Exercises, examples and supplementary notes}}{92} \contentsline {section}{\tocsection {}{2}{Solutions of minimum norm}}{95} \contentsline {subsection}{\tocsubsection {}{}{Exercises, examples and supplementary notes}}{96} \contentsline {section}{\tocsection {}{3}{Tihonov regularization}}{99} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{101} \contentsline {section}{\tocsection {}{4}{Weighted generalized inverses}}{102} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{104} \contentsline {section}{\tocsection {}{5}{Least--squares solutions and basic solutions}}{107} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{111} \contentsline {section}{\tocsection {}{6}{Minors of the Moore--Penrose inverse}}{111} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{114} \contentsline {section}{\tocsection {}{7}{Essentially strictly convex norms and the associated projectors and generalized inverses${}^*$}}{114} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{120} \contentsline {section}{\tocsection {}{8}{An extremal property of the Bott--Duffin inverse with application to electrical networks}}{131} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{133} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{134} \contentsline {chapter}{\tocchapter {Chapter}{4}{Spectral Generalized Inverses}}{135} \contentsline {section}{\tocsection {}{1}{Introduction}}{135} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{135} \contentsline {section}{\tocsection {}{2}{The matrix index}}{136} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{137} \contentsline {section}{\tocsection {}{3}{Spectral inverse of a diagonable matrix}}{138} \contentsline {section}{\tocsection {}{4}{The group inverse}}{138} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{140} \contentsline {section}{\tocsection {}{5}{Spectral properties of the group inverse}}{143} \contentsline {section}{\tocsection {}{6}{The Drazin inverse}}{145} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{147} \contentsline {section}{\tocsection {}{7}{Spectral properties of the Drazin inverse}}{149} \contentsline {section}{\tocsection {}{8}{Index 1--nilpotent decomposition of a square matrix}}{149} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{151} \contentsline {section}{\tocsection {}{9}{Quasi--commuting inverses}}{152} \contentsline {section}{\tocsection {}{10}{Other spectral generalized inverses}}{152} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{153} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{154} \contentsline {chapter}{\tocchapter {Chapter}{5}{Generalized Inverses of Partitioned Matrices}}{155} \contentsline {section}{\tocsection {}{1}{Introduction}}{155} \contentsline {section}{\tocsection {}{2}{Partitioned matrices and linear equations}}{155} \contentsline {subsection}{\tocsubsection {}{}{Case 1. $A\in \@mathbb {C}^{r\times n}_{r}$, i.e. $A$ is of full row rank}}{156} \contentsline {subsection}{\tocsubsection {}{}{Case 2. $A\in \@mathbb {C}^{m\times r}_{r}$, i.e. $A$ is of full column rank}}{157} \contentsline {subsection}{\tocsubsection {}{}{Case 3. $A\in \@mathbb {C}^{m\times n}_{r}$, with $r\leq mnn$}}{157} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{159} \contentsline {section}{\tocsection {}{3}{Intersection of manifolds}}{162} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{167} \contentsline {section}{\tocsection {}{4}{Common solutions of linear equations and generalized inverses of partitioned matrices}}{168} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{173} \contentsline {section}{\tocsection {}{5}{Generalized inverses of bordered matrices}}{175} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{176} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{178} \contentsline {chapter}{\tocchapter {Chapter}{6}{A Spectral Theory for Rectangular Matrices}}{179} \contentsline {section}{\tocsection {}{1}{Introduction}}{179} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{180} \contentsline {section}{\tocsection {}{2}{The singular value decomposition}}{182} \contentsline {section}{\tocsection {}{}{Historical notes}}{185} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{185} \contentsline {section}{\tocsection {}{3}{The Schmidt approximation theorem}}{189} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{192} \contentsline {section}{\tocsection {}{4}{Partial isometries and the polar decomposition theorem}}{194} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{198} \contentsline {section}{\tocsection {}{5}{Principal angles between subspaces}}{205} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{210} \contentsline {section}{\tocsection {}{6}{Perturbations}}{212} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{214} \contentsline {section}{\tocsection {}{7}{A spectral theory for rectangular matrices}}{216} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{222} \contentsline {section}{\tocsection {}{8}{Generalized singular value decompositions}}{224} \contentsline {subsection}{\tocsubsection {}{8.1}{The $B$--SVD}}{224} \contentsline {subsection}{\tocsubsection {}{8.2}{The $\{W,Q\}$--SVD}}{227} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{227} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{228} \contentsline {chapter}{\tocchapter {Chapter}{7}{Computational Aspects of Generalized Inverses}}{229} \contentsline {section}{\tocsection {}{1}{Introduction}}{229} \contentsline {section}{\tocsection {}{2}{Computation of unrestricted $\{1\}$--inverses and $\{1,2\}$--inverses}}{229} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{230} \contentsline {section}{\tocsection {}{3}{Computation of unrestricted $\{1,3\}$--inverses}}{231} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{232} \contentsline {section}{\tocsection {}{4}{Computation of $\{2\}$--inverses with prescribed range and null space}}{232} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{233} \contentsline {section}{\tocsection {}{5}{Greville's method and related results}}{234} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{239} \contentsline {section}{\tocsection {}{6}{Computation of least--squares solutions}}{240} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{241} \contentsline {section}{\tocsection {}{7}{Iterative methods for computing $A^{\dag }$}}{241} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{245} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{251} \contentsline {chapter}{\tocchapter {Chapter}{8}{Miscellaneous applications}}{253} \contentsline {section}{\tocsection {}{1}{Introduction}}{253} \contentsline {section}{\tocsection {}{2}{Parallel sums}}{253} \contentsline {section}{\tocsection {}{3}{The linear statistical model}}{255} \contentsline {subsection}{\tocsubsection {}{3.1}{$X$ of full column--rank, $V$ nonsingular}}{256} \contentsline {subsection}{\tocsubsection {}{3.2}{The general case}}{257} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{259} \contentsline {section}{\tocsection {}{4}{Ridge regression}}{261} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{263} \contentsline {section}{\tocsection {}{5}{An application of $\{2\}$--inverses in iterative methods for solving nonlinear equations}}{264} \contentsline {subsection}{\tocsubsection {}{}{Exercises}}{269} \contentsline {section}{\tocsection {}{6}{Linear systems theory}}{270} \contentsline {section}{\tocsection {}{7}{Application of the group inverse in finite Markov chains}}{271} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{275} \contentsline {section}{\tocsection {}{8}{An application of the Drazin inverse to difference equations}}{277} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{279} \contentsline {section}{\tocsection {}{9}{Matrix volume and the change-of-variables formula in integration}}{280} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{283} \contentsline {section}{\tocsection {}{10}{An application of the matrix volume in probability}}{289} \contentsline {subsection}{\tocsubsection {}{10.1}{Probability densities and surface integrals}}{289} \contentsline {subsection}{\tocsubsection {}{10.2}{Hyperplanes}}{290} \contentsline {subsection}{\tocsubsection {}{10.3}{Spheres}}{291} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{292} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{294} \contentsline {chapter}{\tocchapter {Chapter}{9}{Generalized Inverses of Linear Operators between Hilbert Spaces}}{295} \contentsline {section}{\tocsection {}{1}{Introduction}}{295} \contentsline {section}{\tocsection {}{2}{Hilbert spaces and operators: Preliminaries and notation}}{295} \contentsline {subsection}{\tocsubsection {}{2.1}{Exercises and examples}}{299} \contentsline {section}{\tocsection {}{3}{Generalized inverses of linear operators between Hilbert spaces}}{300} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{306} \contentsline {section}{\tocsection {}{4}{Generalized inverses of linear differential operators}}{311} \contentsline {subsection}{\tocsubsection {}{}{Exercises and examples}}{312} \contentsline {section}{\tocsection {}{5}{Minimal properties of generalized inverses}}{318} \contentsline {subsection}{\tocsubsection {}{5.1}{Exercises and examples}}{321} \contentsline {section}{\tocsection {}{6}{Series and integral representations and iterative computation of generalized inverses}}{324} \contentsline {subsection}{\tocsubsection {}{6.1}{Exercises and examples}}{327} \contentsline {section}{\tocsection {}{7}{Frames}}{327} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{329} \contentsline {chapter}{\tocappendix {Appendix}{A}{The Moore of the Moore--Penrose Inverse}}{331} \contentsline {section}{\tocsection {}{1}{Introduction}}{331} \contentsline {section}{\tocsection {}{2}{The 1920 lecture to the AMS}}{331} \contentsline {section}{\tocsection {}{3}{The general reciprocal in \textit {General Analysis}}}{332} \contentsline {section}{\tocsection {}{}{Suggested further reading}}{335} \contentsline {chapter}{\tocappendix {Appendix}{}{Bibliography}}{337} \contentsline {chapter}{\tocappendix {Appendix}{}{Subject Index}}{361} \contentsline {chapter}{\tocappendix {Appendix}{}{Author Index}}{367}