Trouble to find the solution to a linear system where a matrix is not invertible












1












$begingroup$


Hello community I am new here and I have a question which might be pretty basic.



So I am trying to solve an equation. I have 3 matrices



A = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0end{pmatrix}



B = begin{pmatrix}0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



and
K = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0end{pmatrix}



H = begin{pmatrix}A\Bend{pmatrix}



and Z = begin{pmatrix}z1\z2\z3end{pmatrix}



And I have linear system



$begin{pmatrix}H\Kend{pmatrix} v = begin{pmatrix}0\Zend{pmatrix}$



It says that solution for determined system is



$ v = begin{bmatrix}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}H\Kend{pmatrix} end{bmatrix} ^{-1}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}0\Zend{pmatrix} $



Okay when I put this system of matrices in python it shows that matrix inside can't be inverse. I am presumping that



H = begin{pmatrix}A\Bend{pmatrix}
just means that



H is



begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



Two matrices put together. Same I presume for begin{pmatrix}H\Kend{pmatrix}



Where am I wrong?



Ps: sorry im new here hope I wrote everything correctly and understandable. Happy holidays everyone.










share|cite|improve this question











$endgroup$












  • $begingroup$
    I have taken the liberty to make your title less interchangeable with another one
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:28
















1












$begingroup$


Hello community I am new here and I have a question which might be pretty basic.



So I am trying to solve an equation. I have 3 matrices



A = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0end{pmatrix}



B = begin{pmatrix}0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



and
K = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0end{pmatrix}



H = begin{pmatrix}A\Bend{pmatrix}



and Z = begin{pmatrix}z1\z2\z3end{pmatrix}



And I have linear system



$begin{pmatrix}H\Kend{pmatrix} v = begin{pmatrix}0\Zend{pmatrix}$



It says that solution for determined system is



$ v = begin{bmatrix}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}H\Kend{pmatrix} end{bmatrix} ^{-1}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}0\Zend{pmatrix} $



Okay when I put this system of matrices in python it shows that matrix inside can't be inverse. I am presumping that



H = begin{pmatrix}A\Bend{pmatrix}
just means that



H is



begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



Two matrices put together. Same I presume for begin{pmatrix}H\Kend{pmatrix}



Where am I wrong?



Ps: sorry im new here hope I wrote everything correctly and understandable. Happy holidays everyone.










share|cite|improve this question











$endgroup$












  • $begingroup$
    I have taken the liberty to make your title less interchangeable with another one
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:28














1












1








1





$begingroup$


Hello community I am new here and I have a question which might be pretty basic.



So I am trying to solve an equation. I have 3 matrices



A = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0end{pmatrix}



B = begin{pmatrix}0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



and
K = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0end{pmatrix}



H = begin{pmatrix}A\Bend{pmatrix}



and Z = begin{pmatrix}z1\z2\z3end{pmatrix}



And I have linear system



$begin{pmatrix}H\Kend{pmatrix} v = begin{pmatrix}0\Zend{pmatrix}$



It says that solution for determined system is



$ v = begin{bmatrix}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}H\Kend{pmatrix} end{bmatrix} ^{-1}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}0\Zend{pmatrix} $



Okay when I put this system of matrices in python it shows that matrix inside can't be inverse. I am presumping that



H = begin{pmatrix}A\Bend{pmatrix}
just means that



H is



begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



Two matrices put together. Same I presume for begin{pmatrix}H\Kend{pmatrix}



Where am I wrong?



Ps: sorry im new here hope I wrote everything correctly and understandable. Happy holidays everyone.










share|cite|improve this question











$endgroup$




Hello community I am new here and I have a question which might be pretty basic.



So I am trying to solve an equation. I have 3 matrices



A = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0end{pmatrix}



B = begin{pmatrix}0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



and
K = begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0end{pmatrix}



H = begin{pmatrix}A\Bend{pmatrix}



and Z = begin{pmatrix}z1\z2\z3end{pmatrix}



And I have linear system



$begin{pmatrix}H\Kend{pmatrix} v = begin{pmatrix}0\Zend{pmatrix}$



It says that solution for determined system is



$ v = begin{bmatrix}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}H\Kend{pmatrix} end{bmatrix} ^{-1}begin{pmatrix}H\Kend{pmatrix}^T begin{pmatrix}0\Zend{pmatrix} $



Okay when I put this system of matrices in python it shows that matrix inside can't be inverse. I am presumping that



H = begin{pmatrix}A\Bend{pmatrix}
just means that



H is



begin{pmatrix}1&0&0&0&0&0&0&0\0&1&1&0&0&0&0&0\0&0&0&0&0&0&1&0\0&0&0&0&0&0&0&1end{pmatrix}



Two matrices put together. Same I presume for begin{pmatrix}H\Kend{pmatrix}



Where am I wrong?



Ps: sorry im new here hope I wrote everything correctly and understandable. Happy holidays everyone.







matrices






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share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Dec 13 '18 at 13:26









Jean Marie

30.3k42051




30.3k42051










asked Dec 13 '18 at 8:36









Noob ProgrammerNoob Programmer

103




103












  • $begingroup$
    I have taken the liberty to make your title less interchangeable with another one
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:28


















  • $begingroup$
    I have taken the liberty to make your title less interchangeable with another one
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:28
















$begingroup$
I have taken the liberty to make your title less interchangeable with another one
$endgroup$
– Jean Marie
Dec 13 '18 at 13:28




$begingroup$
I have taken the liberty to make your title less interchangeable with another one
$endgroup$
– Jean Marie
Dec 13 '18 at 13:28










1 Answer
1






active

oldest

votes


















0












$begingroup$

For the sake of simpler notations, let us rename $$L:=begin{pmatrix}H\Kend{pmatrix} text{and} P:=begin{pmatrix}0\Zend{pmatrix} $$



giving :



$$Lv=P tag{1}$$



which is a $7 times 8$ system (thus an underdetermined system : less constraints than the number of unknowns).



Instead of your $$ v = (L^T L)^{-1}L^T P $$



which is a formula valid for overdetermined systems, one must take for an underdetermined system :



$$ v = L^T(L L^T)^{-1} P tag{2}$$



(see https://see.stanford.edu/materials/lsoeldsee263/08-min-norm.pdf for the difference of formulas between under- and over-determined systems ; in this document, a matrix like $L$ with more columns than lines is called "fat").



This will give you a so-called "mean-squares" solution.



Proof of (1) : Plug (2) into (1), you will get :



$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Thank you so much for the time and effort. I tried your way and indeed i got a solution, but i think its the wrong one. since i still get that v4 = 0 whiere it should be v4 = v5 = 1/3(vz1+vz3 -vz2). This is just an example of the error, there are more of them. And I have another question. How do I know if its pseudo-inverse, where it doesn't say in the exercise?
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:22












  • $begingroup$
    Did you notice that I have completely re-written my answer. I had made a mistake (I had sticked to your formula which is not the right one). In particular, I do not use any more the pseudo inverse. Besides, I am going to add a proof for the formula I gave.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 10:33












  • $begingroup$
    Sorry didn't notice, didn't refresh my page. Thank you for your effort. It solved my problem :)
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:47










  • $begingroup$
    I have added a reference.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:23











Your Answer





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1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes









0












$begingroup$

For the sake of simpler notations, let us rename $$L:=begin{pmatrix}H\Kend{pmatrix} text{and} P:=begin{pmatrix}0\Zend{pmatrix} $$



giving :



$$Lv=P tag{1}$$



which is a $7 times 8$ system (thus an underdetermined system : less constraints than the number of unknowns).



Instead of your $$ v = (L^T L)^{-1}L^T P $$



which is a formula valid for overdetermined systems, one must take for an underdetermined system :



$$ v = L^T(L L^T)^{-1} P tag{2}$$



(see https://see.stanford.edu/materials/lsoeldsee263/08-min-norm.pdf for the difference of formulas between under- and over-determined systems ; in this document, a matrix like $L$ with more columns than lines is called "fat").



This will give you a so-called "mean-squares" solution.



Proof of (1) : Plug (2) into (1), you will get :



$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Thank you so much for the time and effort. I tried your way and indeed i got a solution, but i think its the wrong one. since i still get that v4 = 0 whiere it should be v4 = v5 = 1/3(vz1+vz3 -vz2). This is just an example of the error, there are more of them. And I have another question. How do I know if its pseudo-inverse, where it doesn't say in the exercise?
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:22












  • $begingroup$
    Did you notice that I have completely re-written my answer. I had made a mistake (I had sticked to your formula which is not the right one). In particular, I do not use any more the pseudo inverse. Besides, I am going to add a proof for the formula I gave.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 10:33












  • $begingroup$
    Sorry didn't notice, didn't refresh my page. Thank you for your effort. It solved my problem :)
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:47










  • $begingroup$
    I have added a reference.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:23
















0












$begingroup$

For the sake of simpler notations, let us rename $$L:=begin{pmatrix}H\Kend{pmatrix} text{and} P:=begin{pmatrix}0\Zend{pmatrix} $$



giving :



$$Lv=P tag{1}$$



which is a $7 times 8$ system (thus an underdetermined system : less constraints than the number of unknowns).



Instead of your $$ v = (L^T L)^{-1}L^T P $$



which is a formula valid for overdetermined systems, one must take for an underdetermined system :



$$ v = L^T(L L^T)^{-1} P tag{2}$$



(see https://see.stanford.edu/materials/lsoeldsee263/08-min-norm.pdf for the difference of formulas between under- and over-determined systems ; in this document, a matrix like $L$ with more columns than lines is called "fat").



This will give you a so-called "mean-squares" solution.



Proof of (1) : Plug (2) into (1), you will get :



$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Thank you so much for the time and effort. I tried your way and indeed i got a solution, but i think its the wrong one. since i still get that v4 = 0 whiere it should be v4 = v5 = 1/3(vz1+vz3 -vz2). This is just an example of the error, there are more of them. And I have another question. How do I know if its pseudo-inverse, where it doesn't say in the exercise?
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:22












  • $begingroup$
    Did you notice that I have completely re-written my answer. I had made a mistake (I had sticked to your formula which is not the right one). In particular, I do not use any more the pseudo inverse. Besides, I am going to add a proof for the formula I gave.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 10:33












  • $begingroup$
    Sorry didn't notice, didn't refresh my page. Thank you for your effort. It solved my problem :)
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:47










  • $begingroup$
    I have added a reference.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:23














0












0








0





$begingroup$

For the sake of simpler notations, let us rename $$L:=begin{pmatrix}H\Kend{pmatrix} text{and} P:=begin{pmatrix}0\Zend{pmatrix} $$



giving :



$$Lv=P tag{1}$$



which is a $7 times 8$ system (thus an underdetermined system : less constraints than the number of unknowns).



Instead of your $$ v = (L^T L)^{-1}L^T P $$



which is a formula valid for overdetermined systems, one must take for an underdetermined system :



$$ v = L^T(L L^T)^{-1} P tag{2}$$



(see https://see.stanford.edu/materials/lsoeldsee263/08-min-norm.pdf for the difference of formulas between under- and over-determined systems ; in this document, a matrix like $L$ with more columns than lines is called "fat").



This will give you a so-called "mean-squares" solution.



Proof of (1) : Plug (2) into (1), you will get :



$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$






share|cite|improve this answer











$endgroup$



For the sake of simpler notations, let us rename $$L:=begin{pmatrix}H\Kend{pmatrix} text{and} P:=begin{pmatrix}0\Zend{pmatrix} $$



giving :



$$Lv=P tag{1}$$



which is a $7 times 8$ system (thus an underdetermined system : less constraints than the number of unknowns).



Instead of your $$ v = (L^T L)^{-1}L^T P $$



which is a formula valid for overdetermined systems, one must take for an underdetermined system :



$$ v = L^T(L L^T)^{-1} P tag{2}$$



(see https://see.stanford.edu/materials/lsoeldsee263/08-min-norm.pdf for the difference of formulas between under- and over-determined systems ; in this document, a matrix like $L$ with more columns than lines is called "fat").



This will give you a so-called "mean-squares" solution.



Proof of (1) : Plug (2) into (1), you will get :



$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Dec 13 '18 at 13:22

























answered Dec 13 '18 at 8:59









Jean MarieJean Marie

30.3k42051




30.3k42051












  • $begingroup$
    Thank you so much for the time and effort. I tried your way and indeed i got a solution, but i think its the wrong one. since i still get that v4 = 0 whiere it should be v4 = v5 = 1/3(vz1+vz3 -vz2). This is just an example of the error, there are more of them. And I have another question. How do I know if its pseudo-inverse, where it doesn't say in the exercise?
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:22












  • $begingroup$
    Did you notice that I have completely re-written my answer. I had made a mistake (I had sticked to your formula which is not the right one). In particular, I do not use any more the pseudo inverse. Besides, I am going to add a proof for the formula I gave.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 10:33












  • $begingroup$
    Sorry didn't notice, didn't refresh my page. Thank you for your effort. It solved my problem :)
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:47










  • $begingroup$
    I have added a reference.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:23


















  • $begingroup$
    Thank you so much for the time and effort. I tried your way and indeed i got a solution, but i think its the wrong one. since i still get that v4 = 0 whiere it should be v4 = v5 = 1/3(vz1+vz3 -vz2). This is just an example of the error, there are more of them. And I have another question. How do I know if its pseudo-inverse, where it doesn't say in the exercise?
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:22












  • $begingroup$
    Did you notice that I have completely re-written my answer. I had made a mistake (I had sticked to your formula which is not the right one). In particular, I do not use any more the pseudo inverse. Besides, I am going to add a proof for the formula I gave.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 10:33












  • $begingroup$
    Sorry didn't notice, didn't refresh my page. Thank you for your effort. It solved my problem :)
    $endgroup$
    – Noob Programmer
    Dec 13 '18 at 10:47










  • $begingroup$
    I have added a reference.
    $endgroup$
    – Jean Marie
    Dec 13 '18 at 13:23
















$begingroup$
Thank you so much for the time and effort. I tried your way and indeed i got a solution, but i think its the wrong one. since i still get that v4 = 0 whiere it should be v4 = v5 = 1/3(vz1+vz3 -vz2). This is just an example of the error, there are more of them. And I have another question. How do I know if its pseudo-inverse, where it doesn't say in the exercise?
$endgroup$
– Noob Programmer
Dec 13 '18 at 10:22






$begingroup$
Thank you so much for the time and effort. I tried your way and indeed i got a solution, but i think its the wrong one. since i still get that v4 = 0 whiere it should be v4 = v5 = 1/3(vz1+vz3 -vz2). This is just an example of the error, there are more of them. And I have another question. How do I know if its pseudo-inverse, where it doesn't say in the exercise?
$endgroup$
– Noob Programmer
Dec 13 '18 at 10:22














$begingroup$
Did you notice that I have completely re-written my answer. I had made a mistake (I had sticked to your formula which is not the right one). In particular, I do not use any more the pseudo inverse. Besides, I am going to add a proof for the formula I gave.
$endgroup$
– Jean Marie
Dec 13 '18 at 10:33






$begingroup$
Did you notice that I have completely re-written my answer. I had made a mistake (I had sticked to your formula which is not the right one). In particular, I do not use any more the pseudo inverse. Besides, I am going to add a proof for the formula I gave.
$endgroup$
– Jean Marie
Dec 13 '18 at 10:33














$begingroup$
Sorry didn't notice, didn't refresh my page. Thank you for your effort. It solved my problem :)
$endgroup$
– Noob Programmer
Dec 13 '18 at 10:47




$begingroup$
Sorry didn't notice, didn't refresh my page. Thank you for your effort. It solved my problem :)
$endgroup$
– Noob Programmer
Dec 13 '18 at 10:47












$begingroup$
I have added a reference.
$endgroup$
– Jean Marie
Dec 13 '18 at 13:23




$begingroup$
I have added a reference.
$endgroup$
– Jean Marie
Dec 13 '18 at 13:23


















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