Drazin inverse

From testwiki
Jump to navigation Jump to search

In mathematics, the Drazin inverse, named after Michael P. Drazin, is a kind of generalized inverse of a matrix.

Let A be a square matrix. The index of A is the least nonnegative integer k such that rank(Ak+1) = rank(Ak). The Drazin inverse of A is the unique matrix AD that satisfies

Ak+1AD=Ak,ADAAD=AD,AAD=ADA.

It's not a generalized inverse in the classical sense, since AADAA in general.

A=[B00N]

where B is invertible with inverse B1 and N is a nilpotent matrix, then

AD=[B1000]
  • Drazin inversion is invariant under conjugation. If AD is the Drazin inverse of A, then PADP1 is the Drazin inverse of PAP1.
  • The Drazin inverse of a matrix of index 0 or 1 is called the group inverse or {1,2,5}-inverse and denoted A#. The group inverse can be defined, equivalently, by the properties AA#A = A, A#AA# = A#, and AA# = A#A.
  • A projection matrix P, defined as a matrix such that P2 = P, has index 1 (or 0) and has Drazin inverse PD = P.
  • If A is a nilpotent matrix (for example a shift matrix), then AD=0.

The hyper-power sequence is

Ai+1:=Ai+Ai(IAAi); for convergence notice that Ai+j=Aik=02j1(IAAi)k.

For A0:=αA or any regular A0 with A0A=AA0 chosen such that A0A0AA0<A0 the sequence tends to its Drazin inverse,

AiAD.

Drazin inverses in categories

A study of Drazin inverses via category-theoretic techniques, and a notion of Drazin inverse for a morphism of a category, has been recently initiated by Cockett, Pacaud Lemay and Srinivasan. This notion is a generalization of the linear algebraic one, as there is a suitably defined category 𝖬𝖠𝖳 having morphisms matrices M:nm with complex entries; a Drazin inverse for the matrix M amounts to a Drazin inverse for the corresponding morphism in 𝖬𝖠𝖳.

Jordan normal form and Jordan-Chevalley decomposition

As the definition of the Drazin inverse is invariant under matrix conjugations, writing A=PJP1, where J is in Jordan normal form, implies that AD=PJDP1. The Drazin inverse is then the operation that maps invertible Jordan blocks to their inverses, and nilpotent Jordan blocks to zero.

More generally, we may define the Drazin inverse over any perfect field, by using the Jordan-Chevalley decomposition A=As+An where As is semisimple and An is nilpotent and both operators commute. The two terms can be block diagonalized with blocks corresponding to the kernel and cokernel of As. The Drazin inverse in the same basis is then defined to be zero on the kernel of As, and equal to the inverse of A on the cokernel of As.

See also

References



Template:Linear-algebra-stub

de:Pseudoinverse#Ausgewählte weitere Versionen von verallgemeinerten Inversen