Moore–Penrose inverse
Most widely known generalized inverse of a matrix
Most widely known generalized inverse of a matrix
In mathematics, and in particular linear algebra, the Moore–Penrose inverse A + {\displaystyle A^{+}} of a matrix A {\displaystyle A} , often called the pseudoinverse, is the most widely known generalization of the inverse matrix. It was independently described by E. H. Moore in 1920, Arne Bjerhammar in 1951, and Roger Penrose in 1955. Earlier, Erik Ivar Fredholm had introduced the concept of a pseudoinverse of integral operators in 1903. The terms pseudoinverse and generalized inverse are sometimes used as synonyms for the Moore–Penrose inverse of a matrix, but sometimes applied to other elements of algebraic structures which share some but not all properties expected for an inverse element. A common use of the pseudoinverse is to compute a "best fit" (least squares) approximate solution to a system of linear equations that lacks an exact solution...
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