THE problem of ‘inverting’ singular matrices is by no means uncommon in statistical analysis. Rao 1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the case of a ...
Some years ago the author defined a pseudo inverse of a singular matrix and used it in representing a solution of normal equations and for obtaining variances and covariances of estimates in the ...
The singular value decomposition of a matrix is used to derive systematically the Moore-Penrose inverse for a matrix bordered by a row and a column, in addition to the Moore-Penrose inverse for the ...