5. Show that the g-inverse of a general 2 x 2 symmetric matrix A of rank 1...
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5. Show that the g-inverse of a general 2 x 2 symmetric matrix A of rank 1 defined by
$$A = \begin{bmatrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{bmatrix}$$
is given by
$$A = \begin{bmatrix} a_{11} & a_{12} \\ T & T \\ a_{21} & a_{22} \\ T & T \end{bmatrix}$$
where T = a11 + a12 + a21 + a22 = tr (A'A).
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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