Some comments about measures, Jacobians and Moore-Penrose inverse
Statistics Theory
2019-11-06 v1 Statistics Theory
Abstract
Some general problems of Jacobian computations in non-full rank matrices are discussed in this work. In particular, the Jacobian of the Moore-Penrose inverse derived via matrix differential calculus is revisited. Then the Jacobian in the full rank case is derived under the simple and old theory of the exterior product.
Cite
@article{arxiv.1911.01596,
title = {Some comments about measures, Jacobians and Moore-Penrose inverse},
author = {José A. Díaz-García and Francisco J. Caro-Lopera},
journal= {arXiv preprint arXiv:1911.01596},
year = {2019}
}
Comments
7 pages