A Beautiful 2 by 2 Matrix Identity
While working on a variation of the
RcppDynProg algorithm we derived the following beautiful identity of 2 by 2 real matrices:
The superscript “top” denoting the transpose operation, the ||.||^2_2 denoting sum of squares norm, and the single |.| denoting determinant.
This is derived from one of the check equations for the Moore–Penrose inverse and we have details of the derivation here, and details of the messy algebra here.
To leave a comment
for the author, please follow the link and comment on their blog: R – Win-Vector Blog
offers daily e-mail updates
news and tutorials
on topics such as: Data science
, Big Data, R jobs
, visualization (ggplot2
), programming (RStudio
, Web Scraping
) statistics (regression
, time series
) and more...
If you got this far, why not subscribe for updates
from the site? Choose your flavor: e-mail
, or facebook