A RankPreserving Generalized Matrix Inverse for Consistency with Respect to Similarity
Abstract
There has recently been renewed recognition of the need to understand the consistency properties that must be preserved when a generalized matrix inverse is required. The most widely known generalized inverse, the MoorePenrose pseudoinverse, provides consistency with respect to orthonormal transformations (e.g., rotations of a coordinate frame), and a recently derived inverse provides consistency with respect to diagonal transformations (e.g., a change of units on state variables). Another wellknown and theoretically important generalized inverse is the Drazin inverse, which preserves consistency with respect to similarity transformations. In this paper we note a limitation of the Drazin inverse is that it does not generally preserve the rank of the linear system of interest. We then introduce an alternative generalized inverse that both preserves rank and provides consistency with respect to similarity transformations. Lastly we provide an example and discuss experiments which suggest the need for algorithms with improved numerical stability.
 Publication:

arXiv eprints
 Pub Date:
 April 2018
 arXiv:
 arXiv:1804.07334
 Bibcode:
 2018arXiv180407334U
 Keywords:

 Computer Science  Numerical Analysis
 EPrint:
 Included simulation results and revised text in preparation for journal submission