Non-Symmetric Matrix and Unified Theory of Least Squares

摘要：

Unified theory of least squares was given by Rao (1971,1972,1973) and Rao and Mitra (1971). In the generalized inverse (g-inverse) matrix (R + XGX )~-involved in unified theory of least squares, G is any symmetric matrix. We give the properties with matrix quadratic form of non-symmetric matrix, and extend symmetric matrix G to an arbitrary square matrix, I.e. G is not necessarily symmetric only if matrix XGX is symmetric.

关键词： generalized inverse matrix general Gauss - Markoff model unified theory of least square best linear unbiased estimate

作者: Shiqing Wang Ying Ma Zhijun Feng

作者单位: College of Mathematics and Information Science North China University of Water Resources and Electric Power Zhengzhou, China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 6-9

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）