For any real or complex matrix A, there is a unique A⁺ satisfying the four Penrose axioms. For full column rank: A⁺ = (A* A)^{-1} A*. Minimises ||Ax − b||² and among minimisers has smallest ||x||. Used for least-squares and…
For any real or complex matrix A, there is a unique A⁺ satisfying the four Penrose axioms. For full column rank: A⁺ = (A* A)^{-1} A*. Minimises ||Ax − b||² and among minimisers has smallest ||x||. Used for least-squares and…