Moore-Penrose Matrix Inverse 摩尔-彭若斯广义逆 埃尔米特矩阵 Hermitian matrix

http://mathworld.wolfram.com/Moore-PenroseMatrixInverse.html


显然,埃尔米特矩阵主对角线上的元素都是实数的,其特征值也是实数。对于只包含实数元素的矩阵(实矩阵),如果它是对称阵,即所有元素关于主对角线对称,那么它也是埃尔米特矩阵。也就是说,实对称矩阵是埃尔米特矩阵的特例。

https://en.wikipedia.org/wiki/Hermitian_matrix

In mathematics, a Hermitian matrix (or self-adjoint matrix) is a complex square matrix that is equal to its own conjugate transpose—that is, the element in the i-th row and j-th column is equal to the complex conjugate of the element in the j-th row and i-th column, for all indices i and j:

 a_{ij} = overline{a_{ji}} or A = overline {A^	ext{T}}, in matrix form.

Hermitian matrices can be understood as the complex extension of real symmetric matrices.

If the conjugate transpose of a matrix  A is denoted by {displaystyle A^{	ext{H}}}, then the Hermitian property can be written concisely as

 {displaystyle A=A^{	ext{H}}.}

Hermitian matrices are named after Charles Hermite, who demonstrated in 1855 that matrices of this form share a property with real symmetric matrices of always having real eigenvalues.

https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse

原文地址:https://www.cnblogs.com/rsapaper/p/7600000.html