proving $G(G'G)^-3/2G'=(GG')^-1/2$
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Can someone suggest how this equality is derived? I feel like I'm forgetting some basic property of of matrices (this formula comes up in Figure 1 of https://arxiv.org/pdf/1806.02958.pdf)
matrix-calculus
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up vote
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down vote
favorite
Can someone suggest how this equality is derived? I feel like I'm forgetting some basic property of of matrices (this formula comes up in Figure 1 of https://arxiv.org/pdf/1806.02958.pdf)
matrix-calculus
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
Can someone suggest how this equality is derived? I feel like I'm forgetting some basic property of of matrices (this formula comes up in Figure 1 of https://arxiv.org/pdf/1806.02958.pdf)
matrix-calculus
Can someone suggest how this equality is derived? I feel like I'm forgetting some basic property of of matrices (this formula comes up in Figure 1 of https://arxiv.org/pdf/1806.02958.pdf)
matrix-calculus
edited Jul 15 at 14:15
Key Flex
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4,406525
asked Jul 15 at 13:49


Yaroslav Bulatov
1,82711526
1,82711526
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3 Answers
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Let the SVD be defined as $underline overline bfG = underline overline bfU ,underline overline bfLambda ,underline overline bfV ^ + $. Then $left( underline overline bfG ^ + underline overline bfG right)^ - frac32 = underline overline bfV ,underline overline bfLambda ^ - 3underline overline bfV ^ + $ and the rest should be obvious.
EDIT. $G=ULambda V^+$. Then $(G^+G)^-3/2=VLambda ^-3V^+$
I think that you have good ideas; unfortunately, your formulae are quasi unreadable and I think that discourages some people from reading you. That's why I'm offering you the above edit.
– loup blanc
Jul 15 at 21:40
@loupblanc: Cool - I use the more tedious notation because I often have problems where there are serious mixtures of scalars, vectors, and matrices, and (to me at least) the visual ability to differentiate the three comes in handy. But it's probably not for everyone...
– John Polcari
Jul 16 at 1:34
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up vote
1
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I don't like $G$ and $G'$ as notation for matrices, so I'll write $A$ and $B$ instead. So the question is to prove
$$A(BA)^-3/2B=(AB)^-1/2.tag*$$
If we square the LHS of (*) we get
$$A(BA)^-3/2BA(BA)^-3/2B=A(BA)^-2B=AA^-1B^-1A^-1B^-1B=B^-1A^-1=(AB)^-1.$$
So $(*)$ holds if we interpret it as saying that
the expression on the left, whichever
square root of $BA$ we take, when squared gives $(AB)^-1$.
add a comment |Â
up vote
1
down vote
Here is a wonderful result, which I attribute to Higham (but I may be wrong)
$$A,f(BA) = f(AB),A$$
which is true for any two matrices for which the respective function arguments are square-shaped and the functions exists.
Applying this to the current problem yields
$$eqalign
G(G^TG)^-3/2G^T &= (GG^T)^-3/2GG^T cr
&= (GG^T)^-1/2(GG^T)^-1GG^T cr
&= (GG^T)^-1/2 cr
$$
Interesting! What are restrictions on f?
– Yaroslav Bulatov
Jul 16 at 13:23
I don't recall there being any restrictions, as long as the function can be evaluated on the two arguments.
– greg
Jul 16 at 15:56
add a comment |Â
3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
Let the SVD be defined as $underline overline bfG = underline overline bfU ,underline overline bfLambda ,underline overline bfV ^ + $. Then $left( underline overline bfG ^ + underline overline bfG right)^ - frac32 = underline overline bfV ,underline overline bfLambda ^ - 3underline overline bfV ^ + $ and the rest should be obvious.
EDIT. $G=ULambda V^+$. Then $(G^+G)^-3/2=VLambda ^-3V^+$
I think that you have good ideas; unfortunately, your formulae are quasi unreadable and I think that discourages some people from reading you. That's why I'm offering you the above edit.
– loup blanc
Jul 15 at 21:40
@loupblanc: Cool - I use the more tedious notation because I often have problems where there are serious mixtures of scalars, vectors, and matrices, and (to me at least) the visual ability to differentiate the three comes in handy. But it's probably not for everyone...
– John Polcari
Jul 16 at 1:34
add a comment |Â
up vote
1
down vote
accepted
Let the SVD be defined as $underline overline bfG = underline overline bfU ,underline overline bfLambda ,underline overline bfV ^ + $. Then $left( underline overline bfG ^ + underline overline bfG right)^ - frac32 = underline overline bfV ,underline overline bfLambda ^ - 3underline overline bfV ^ + $ and the rest should be obvious.
EDIT. $G=ULambda V^+$. Then $(G^+G)^-3/2=VLambda ^-3V^+$
I think that you have good ideas; unfortunately, your formulae are quasi unreadable and I think that discourages some people from reading you. That's why I'm offering you the above edit.
– loup blanc
Jul 15 at 21:40
@loupblanc: Cool - I use the more tedious notation because I often have problems where there are serious mixtures of scalars, vectors, and matrices, and (to me at least) the visual ability to differentiate the three comes in handy. But it's probably not for everyone...
– John Polcari
Jul 16 at 1:34
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
Let the SVD be defined as $underline overline bfG = underline overline bfU ,underline overline bfLambda ,underline overline bfV ^ + $. Then $left( underline overline bfG ^ + underline overline bfG right)^ - frac32 = underline overline bfV ,underline overline bfLambda ^ - 3underline overline bfV ^ + $ and the rest should be obvious.
EDIT. $G=ULambda V^+$. Then $(G^+G)^-3/2=VLambda ^-3V^+$
Let the SVD be defined as $underline overline bfG = underline overline bfU ,underline overline bfLambda ,underline overline bfV ^ + $. Then $left( underline overline bfG ^ + underline overline bfG right)^ - frac32 = underline overline bfV ,underline overline bfLambda ^ - 3underline overline bfV ^ + $ and the rest should be obvious.
EDIT. $G=ULambda V^+$. Then $(G^+G)^-3/2=VLambda ^-3V^+$
edited Jul 15 at 21:36


loup blanc
20.4k21549
20.4k21549
answered Jul 15 at 14:08


John Polcari
382111
382111
I think that you have good ideas; unfortunately, your formulae are quasi unreadable and I think that discourages some people from reading you. That's why I'm offering you the above edit.
– loup blanc
Jul 15 at 21:40
@loupblanc: Cool - I use the more tedious notation because I often have problems where there are serious mixtures of scalars, vectors, and matrices, and (to me at least) the visual ability to differentiate the three comes in handy. But it's probably not for everyone...
– John Polcari
Jul 16 at 1:34
add a comment |Â
I think that you have good ideas; unfortunately, your formulae are quasi unreadable and I think that discourages some people from reading you. That's why I'm offering you the above edit.
– loup blanc
Jul 15 at 21:40
@loupblanc: Cool - I use the more tedious notation because I often have problems where there are serious mixtures of scalars, vectors, and matrices, and (to me at least) the visual ability to differentiate the three comes in handy. But it's probably not for everyone...
– John Polcari
Jul 16 at 1:34
I think that you have good ideas; unfortunately, your formulae are quasi unreadable and I think that discourages some people from reading you. That's why I'm offering you the above edit.
– loup blanc
Jul 15 at 21:40
I think that you have good ideas; unfortunately, your formulae are quasi unreadable and I think that discourages some people from reading you. That's why I'm offering you the above edit.
– loup blanc
Jul 15 at 21:40
@loupblanc: Cool - I use the more tedious notation because I often have problems where there are serious mixtures of scalars, vectors, and matrices, and (to me at least) the visual ability to differentiate the three comes in handy. But it's probably not for everyone...
– John Polcari
Jul 16 at 1:34
@loupblanc: Cool - I use the more tedious notation because I often have problems where there are serious mixtures of scalars, vectors, and matrices, and (to me at least) the visual ability to differentiate the three comes in handy. But it's probably not for everyone...
– John Polcari
Jul 16 at 1:34
add a comment |Â
up vote
1
down vote
I don't like $G$ and $G'$ as notation for matrices, so I'll write $A$ and $B$ instead. So the question is to prove
$$A(BA)^-3/2B=(AB)^-1/2.tag*$$
If we square the LHS of (*) we get
$$A(BA)^-3/2BA(BA)^-3/2B=A(BA)^-2B=AA^-1B^-1A^-1B^-1B=B^-1A^-1=(AB)^-1.$$
So $(*)$ holds if we interpret it as saying that
the expression on the left, whichever
square root of $BA$ we take, when squared gives $(AB)^-1$.
add a comment |Â
up vote
1
down vote
I don't like $G$ and $G'$ as notation for matrices, so I'll write $A$ and $B$ instead. So the question is to prove
$$A(BA)^-3/2B=(AB)^-1/2.tag*$$
If we square the LHS of (*) we get
$$A(BA)^-3/2BA(BA)^-3/2B=A(BA)^-2B=AA^-1B^-1A^-1B^-1B=B^-1A^-1=(AB)^-1.$$
So $(*)$ holds if we interpret it as saying that
the expression on the left, whichever
square root of $BA$ we take, when squared gives $(AB)^-1$.
add a comment |Â
up vote
1
down vote
up vote
1
down vote
I don't like $G$ and $G'$ as notation for matrices, so I'll write $A$ and $B$ instead. So the question is to prove
$$A(BA)^-3/2B=(AB)^-1/2.tag*$$
If we square the LHS of (*) we get
$$A(BA)^-3/2BA(BA)^-3/2B=A(BA)^-2B=AA^-1B^-1A^-1B^-1B=B^-1A^-1=(AB)^-1.$$
So $(*)$ holds if we interpret it as saying that
the expression on the left, whichever
square root of $BA$ we take, when squared gives $(AB)^-1$.
I don't like $G$ and $G'$ as notation for matrices, so I'll write $A$ and $B$ instead. So the question is to prove
$$A(BA)^-3/2B=(AB)^-1/2.tag*$$
If we square the LHS of (*) we get
$$A(BA)^-3/2BA(BA)^-3/2B=A(BA)^-2B=AA^-1B^-1A^-1B^-1B=B^-1A^-1=(AB)^-1.$$
So $(*)$ holds if we interpret it as saying that
the expression on the left, whichever
square root of $BA$ we take, when squared gives $(AB)^-1$.
answered Jul 15 at 14:02
Lord Shark the Unknown
85.8k951112
85.8k951112
add a comment |Â
add a comment |Â
up vote
1
down vote
Here is a wonderful result, which I attribute to Higham (but I may be wrong)
$$A,f(BA) = f(AB),A$$
which is true for any two matrices for which the respective function arguments are square-shaped and the functions exists.
Applying this to the current problem yields
$$eqalign
G(G^TG)^-3/2G^T &= (GG^T)^-3/2GG^T cr
&= (GG^T)^-1/2(GG^T)^-1GG^T cr
&= (GG^T)^-1/2 cr
$$
Interesting! What are restrictions on f?
– Yaroslav Bulatov
Jul 16 at 13:23
I don't recall there being any restrictions, as long as the function can be evaluated on the two arguments.
– greg
Jul 16 at 15:56
add a comment |Â
up vote
1
down vote
Here is a wonderful result, which I attribute to Higham (but I may be wrong)
$$A,f(BA) = f(AB),A$$
which is true for any two matrices for which the respective function arguments are square-shaped and the functions exists.
Applying this to the current problem yields
$$eqalign
G(G^TG)^-3/2G^T &= (GG^T)^-3/2GG^T cr
&= (GG^T)^-1/2(GG^T)^-1GG^T cr
&= (GG^T)^-1/2 cr
$$
Interesting! What are restrictions on f?
– Yaroslav Bulatov
Jul 16 at 13:23
I don't recall there being any restrictions, as long as the function can be evaluated on the two arguments.
– greg
Jul 16 at 15:56
add a comment |Â
up vote
1
down vote
up vote
1
down vote
Here is a wonderful result, which I attribute to Higham (but I may be wrong)
$$A,f(BA) = f(AB),A$$
which is true for any two matrices for which the respective function arguments are square-shaped and the functions exists.
Applying this to the current problem yields
$$eqalign
G(G^TG)^-3/2G^T &= (GG^T)^-3/2GG^T cr
&= (GG^T)^-1/2(GG^T)^-1GG^T cr
&= (GG^T)^-1/2 cr
$$
Here is a wonderful result, which I attribute to Higham (but I may be wrong)
$$A,f(BA) = f(AB),A$$
which is true for any two matrices for which the respective function arguments are square-shaped and the functions exists.
Applying this to the current problem yields
$$eqalign
G(G^TG)^-3/2G^T &= (GG^T)^-3/2GG^T cr
&= (GG^T)^-1/2(GG^T)^-1GG^T cr
&= (GG^T)^-1/2 cr
$$
edited Jul 15 at 16:23
answered Jul 15 at 16:17
greg
5,7431715
5,7431715
Interesting! What are restrictions on f?
– Yaroslav Bulatov
Jul 16 at 13:23
I don't recall there being any restrictions, as long as the function can be evaluated on the two arguments.
– greg
Jul 16 at 15:56
add a comment |Â
Interesting! What are restrictions on f?
– Yaroslav Bulatov
Jul 16 at 13:23
I don't recall there being any restrictions, as long as the function can be evaluated on the two arguments.
– greg
Jul 16 at 15:56
Interesting! What are restrictions on f?
– Yaroslav Bulatov
Jul 16 at 13:23
Interesting! What are restrictions on f?
– Yaroslav Bulatov
Jul 16 at 13:23
I don't recall there being any restrictions, as long as the function can be evaluated on the two arguments.
– greg
Jul 16 at 15:56
I don't recall there being any restrictions, as long as the function can be evaluated on the two arguments.
– greg
Jul 16 at 15:56
add a comment |Â
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