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Moore-Penrose Pseudoinverse Example

The set of equations, x1+3x2=17x_1 + 3x_2 = 17, $5x_1 + 7x_2 = 19, and $11x_1 + 13x_2 = 23 has no real solution, but the pseudoinverse may be used to find close values. First, the matrix AA is set up: A=[13571113]A = \begin{bmatrix} 1 & 3\\ 5 & 7\\ 11 & 13 \end{bmatrix}. We solve A=(ATA)1ATA^\dagger = (A^TA)^{-1}A^T and get A=[0.51970.21710.23680.42760.20390.1316]A^\dagger = \begin{bmatrix} -0.5197 & -0.2171 & 0.2368\\ 0.4276 & 0.2039 & -0.1316 \end{bmatrix}. Next, we find x=Ay\vec{x} = A^\dagger\vec{y} and multiply: [0.51970.21710.23680.42760.20390.1316]\begin{bmatrix} -0.5197 & -0.2171 & 0.2368\\ 0.4276 & 0.2039 & -0.1316 \end{bmatrix} [171923]=\begin{bmatrix} 17\\ 19\\ 23 \end{bmatrix} = [7.518.12]\begin{bmatrix} -7.51\\ 8.12 \end{bmatrix} This means x17.51x_1 \approx -7.51 and x28.12x_2 \approx 8.12.

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Updated 2021-05-20

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