s*******y
发帖数: 558 | 1 I have a problem that bugs me quite a while.
Let R1 and R2 be two m x n random matrices with m>n.
Each entry of R1 and R2 is independent and identically chosen from
normal distribution (0, c), where c is a constant.
My question is what are the statistical properties of the product of R1
and pseudo-inverse(R2)? denoted as R1*pseudo-inverse(R2). Here
pseudo-inverse(R2) is the pseudoinverse of matrix R2 such as
pseudo-inverse(R2)*R2 = I.
Moreover, is it possible to tell how different the matrix pro |
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