论文标题
大型反身广义逆和Moore-Penrose逆矩阵的光谱分析
Spectral analysis of large reflexive generalized inverse and Moore-Penrose inverse matrices
论文作者
论文摘要
反身广义逆和摩尔 - 苯基逆的反向通常会在统计文献中混淆，但实际上，如果人口协方差矩阵不是身份的倍数，则它们的行为完全不同。在本文中，我们研究了样品协方差矩阵的反射性广义倒数和摩尔 - 柔性逆的光谱特性。获得的结果用于评估其特征值渐近行为的差异。
A reflexive generalized inverse and the Moore-Penrose inverse are often confused in statistical literature but in fact they have completely different behaviour in case the population covariance matrix is not a multiple of identity. In this paper, we study the spectral properties of a reflexive generalized inverse and of the Moore-Penrose inverse of the sample covariance matrix. The obtained results are used to assess the difference in the asymptotic behaviour of their eigenvalues.
