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Moore-Penrose Pseudoinverse Example

The set of equations, x1+3x2=17x_1 + 3x_2 = 17, $5x_1 + 7x_2 = 19, and \11x_1 + 13x_2 = 23hasnorealsolution,butthepseudoinversemaybeusedtofindclosevalues.First,thematrixhas no real solution, but the pseudoinverse may be used to find close values. First, the matrixAissetup:is set up:A = \begin{bmatrix} 1 & 3 5 & 7 11 & 13 \end{bmatrix}.Wesolve. We solve A^\dagger = (A^TA)^{-1}A^Tandgetand getA^\dagger = \begin{bmatrix} -0.5197 & -0.2171 & 0.2368 0.4276 & 0.2039 & -0.1316 \end{bmatrix}.Next,wefind. Next, we find \vec{x} = A^\dagger\vec{y}andmultiply:and multiply:\begin{bmatrix} -0.5197 & -0.2171 & 0.2368 0.4276 & 0.2039 & -0.1316 \end{bmatrix} \begin{bmatrix} 17 19 23 \end{bmatrix} = \begin{bmatrix} -7.51 8.12 \end{bmatrix}ThismeansThis meansx_1 \approx -7.51andandx_2 \approx 8.12$.

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Updated 2021-05-20

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