Trouble to find the solution to a linear system where a matrix is not invertible
$begingroup$
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.
matrices
$endgroup$
add a comment |
$begingroup$
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.
matrices
$endgroup$
$begingroup$
I have taken the liberty to make your title less interchangeable with another one
$endgroup$
– Jean Marie
Dec 13 '18 at 13:28
add a comment |
$begingroup$
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.
matrices
$endgroup$
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
matrices
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
add a comment |
$begingroup$
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
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
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 :
$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$
$endgroup$
$begingroup$
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
add a comment |
Your Answer
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$begingroup$
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 :
$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$
$endgroup$
$begingroup$
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
add a comment |
$begingroup$
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 :
$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$
$endgroup$
$begingroup$
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
add a comment |
$begingroup$
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 :
$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$
$endgroup$
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 :
$$underbrace{L L^T(L L^T)^{-1}}_{text{identity matrix} I} P=P...$$
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
add a comment |
$begingroup$
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
add a comment |
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$begingroup$
I have taken the liberty to make your title less interchangeable with another one
$endgroup$
– Jean Marie
Dec 13 '18 at 13:28