Use of Inverse Matrix

Question

I solved a matrix as follows:

{{0,1,1},{0,2,4},{0,3,9}}.{{0},{25},{20}}

Resulting:

{{45},{130},{255}}

I tried to use an inverse matrix to solve:

Inverse[{{0,1,1},{0,2,4},{0,3,9}}].{{45},{130},{255}}

Wishing the following solution:

{{0},{25},{20}}

But this matrix is singular:

How should I proceed?

kglr · Accepted Answer · 2016-06-09 00:42:43Z

6

mat = {{0, 1, 1}, {0, 2, 4}, {0, 3, 9}}; 
PseudoInverse[mat].{{45}, {130}, {255}}

{{0}, {25}, {20}}

or, LeastSquares (thanks: J.M.)

LeastSquares[mat, {{45}, {130}, {255}}]

{{0}, {25}, {20}}

answered Jun 9, 2016 at 0:36

kglr

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$\begingroup$ ...but using LeastSquares[] is better. $\endgroup$
– J. M.'s missing motivation ♦
Commented Jun 9, 2016 at 0:39
$\begingroup$ @J.M., thank you. Updated with that alternative. $\endgroup$
– kglr
Commented Jun 9, 2016 at 0:44
$\begingroup$ @J.M.: I don't disagree that it is an alternate approach, but why is it better? Speed, numerical accuracy, ...? $\endgroup$
– Moo
Commented Jun 9, 2016 at 0:55
2

$\begingroup$ @Moo, it's a more expensive and potentially less stable way to get the same result; for LeastSquares[] (and LinearSolve[], for that matter), one generates an appropriate matrix decomposition which is then easily applied to the right-hand side. For PseudoInverse[] (and Inverse[], for that matter), one has to generate the required matrix from the previously mentioned decompositions, which is already expensive in itself; the additional dot product is yet another opportunity for instability to show up. $\endgroup$
– J. M.'s missing motivation ♦
Commented Jun 9, 2016 at 1:01
$\begingroup$ @J.M.: Thanks, that makes more sense. $\endgroup$
– Moo
Commented Jun 9, 2016 at 1:06

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Michael E2 · Accepted Answer · 2016-09-15 02:33:15Z

2

LinearSolve will also solve underdetermined systems.

LinearSolve[{{0, 1, 1}, {0, 2, 4}, {0, 3, 9}}, {{45}, {130}, {255}}]
(*  {{0}, {25}, {20}}  *)

One can use Solve as well, although the solution has a different form:

Solve[{{0, 1, 1}, {0, 2, 4}, {0, 3, 9}}.{x, y, z} == {{45}, {130}, {255}},
 {x, y, z}]
(*  {{y -> 25, z -> 20}}  *)

Here x is a free variable, which can be assigned any real number.

answered Sep 15, 2016 at 2:33

Michael E2

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