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1388 -
:
)(fundamental subspaces) R ( A), N ( A), R( A T ), N ( A T
) (pseudo inverse 1
Amn x n1 = b m1
x Ax b . Amn rank ( A) = n
- - QR
Amn rank ( A) = k AT A ill condition
)(SVD
2
)( Pseudo - Inverse
A# AA# A = A -1
A# AA# = A# -2
( AA# )T = AA# -3
( A# A)T = A# A -4
- ) (Moore - Penrose Conditions .
#
-1 Am n An m .
# #
( A ) = A -2 . ( AT ) # = ( A# )T
. A# = ( AT A) # AT = AT ( AAT ) # -3
#
#
#
#
-4 A A, AA , I A A, I AA .
)( Pseudo - Inverse
-
A 1 = (UV T ) 1 = V 1U T
if Ann ,
full rank
) 1 = diag (1 1 , 1 2 , K , 1 n
-
An#m = V #U T
1 2 L k > 0
Amn
#
- x = A b .
Amn A# = ( AT A) 1 AT . Ann A# = A1 .4
1
#
A AA
.
1 0 1 2
A = 1 2 1
0
0 1 1
1
A
0
0 0
0.5774 0.7071 0.4082 3
0.5774
0.1066 0.8095
0
0.5774 0.5774
0.3515
0.4581
0.5774
0
0.8095 0.1066
rank( A) = 2 # A#
5
0.1667
0
0.1667
0.0556
0.2778 0.1111
#
#
T
= A = V U
0.1111 0.1111 0.1111
0
0
0
0
0.3333
0
0.4082
= #
0
0
0
0
#
AA
0.1667
0
0.1667
1 0 1 2
0.0556
0.2778 0.1111
0
AA = 1 2 1
0.1111 0.1111 0.1111
0 1 1
1
0.1667
0.1667
0.1111
0.2778
0.0556
0.1111
0.1111
- 0.1111
0.1111
- 0.0556
- 0.2778
.
7
2
1 0 1
1
Ax = b
1 2 1 x = 1
0 1 1
1
.
. rank ( A) = 2 rank ( A | b) = 3
.
A x = ( AT A) 1 AT b
.
8
A A = UV T
0
0 0.2852 0.7651
0.5774
0.4082 2.7651
0.0849 0.9089
0.2650 0.4082 0
1.5344 0 0.8052 0.1355 0.5774
A = 0.8736
0.4792 0.3220 0.8165 0
0
0 0.5199 0.6295 0.5774
T
A # = V #U T
0
0
1 2.7651
= 0
1 5344 0
0
0
0
#
0.5556
x = A b
x = 0.4444
-0.1111
#
A AT A ill condition .
9
: A # = V #U T x = A#b
Ax = b
Ax = b . b R( A)
) b R( A b b b .
Ax = b x
. b ) R( A.
A x = b b
43
w2 ,b
w3,b
w1 , b
w1 +
w2 +
w3
= projbR(A) = b
w1
w2
w3
w 1 , w 2 , w 3 ) R( A . A
0 v 1T
0 v T2 = u1 1 v 1T + u 2 2 v T2 + u 3 3 v T3
0 v T3
1 0
u 4 ] 0 2
0 0
0
0
u2
u3
A = UV T = [u1
u1 , u 2 , u 3 ) R( A b
b = u1 , b u1 + u 2 , b u 2 + u 3 , b u 3 = (u1T b)u1 + (u T2 b)u 2 + (u T3 b)u 3
A
1
Av i = u i
A = u i i v Ti
b
) (u T b
)(u T b
)(u T b
)(u T b
)(u T b
)(u T b
b = 1 Av 1 + 2 Av 2 + 3 Av 3 = A 1 v 1 + 2 v 2 + 3 v 3 = Ax
1
2
3
2
3
1
= u T3 b
u T2 b + v 3
u1T b + v 2
1
0 0 u1T
1
0 u T2 b = A # b
v 3 ] 0 1
2
1 T
0
0
3 u 3
v2
v 3 = v1
)(u T3 b
v2 +
)(u T2 b
v1 +
)(u1T b
= x
1
1 T
1 T
= v 1 u1T + v 2
u2 + v3
u 3 b = [v 1
2
3
1
0 u1T
0 u T2
1
1 T
1 T
= v 1 u1T + v 2
u2 + v3
u3
T
1
1
2
3
3 u3
T
0 u 4
0
1
0
0
1
1
0
] v 3
0
v2
A # = V T #U = [v 1
x = A#b .
10
rank ( A) = r
0 V1T
,
V2T
0
1
O
] U 2
0
r
A = [U1
A rank ( A) = r
V1Ta
T
V1b
V2T
k +1
O
0
0
A = UV T
0
1
0
k
] A = [U 1a U 1b U 2
A = u1 1 v1T + L + u k k v Tk + u k +1 k +1 v Tk +1 + L + u r r v Tr
A . k +1
u k +1 k +1 vTk +1 + L + u r r vTr
A .
12
- B
V1Ta
T
V1b
V2T
0
1
0
k
0
0
rank ( B) = k < r
A B = k +1
] B = [U 1a U 1b U 2
B = u1 1 v1T + L + u k k v Tk
A B = U AV T U BV T = U ( A B )V T
13
3
A .
14
.15
x 2 m +1 L
x 2 m + 2 L
M
M
x3m L
x m +1
xm+2
M
x2m
x1
x
= 2
M
xm
x3 L x r ] Amn
x2
X = [x1
200 405 .
A A .
.
5 = 0.7289
4 = 0.7768 ,
3 = 0.9626 ,
2 = 1.0639 ,
1 = 16.0649 ,
16
Clean Signal
4
10
10
10
-2
Noisy Signal
4
-2
5
Enhanced Signal
-2
5
17
5 = 0
4 = 0,
3 = 0,
2 = 0,
1 = 16.0234 ,
5 = 0.7289
4 = 0.7768 ,
3 = 0.9626 ,
2 = 1.0639 ,
1 = 16.0649 ,
18
A
1000 4025 .
25
5 = 2.8992
10 = 2.2070
15 = 1.7182
20 = 1.1944
25 = 0.5875
Clean Signal
4
-2
10
10
10
Noisy Signal
4
-2
Enhanced Signal
4
-2
20
Clean Signal
4
-2
10
10
10
Noisy Signal
4
-2
Enhanced Signal
4
-2
21
.
) (weighting
2 0,5
.
22
5 80
5 = 0.3941
4 = 0.4875 ,
3 = 0.5069 ,
2 = 0.5418 ,
1 = 89.1145 ,
4.5
3.5
60
50
60
50
40
30
20
10
4.5
3.5
40
30
20
10
23
.
y = 3.2410 + 0.0732t 0.0012t 2 + 7 10 6 t 3
output of the system after noise reduction with SVD method
5
4.5
3.5
10
20
30
40
50
60
50
60
4.5
3.5
24
10
20
30
40
)(Data Compression
) ;
4
a
( 6
: e
g
1 a
m
a i
MATLAB MATLAB =
0.5
0.6
0.7
0.8
0.9
1.1
1.2
1.3
1.4
60
50
30
40
10
20
1.5
25
.
0.5
1
1.5
2
2.5
3
3.5
4
5.5
4.5
3.5
2.5
1.5
4.5
0.5
A
26
)
; A
)
5
*
,
4
0
(
0
d
1
( n
a e
r
g
a
m
A i
72.6078 51.1643
18.6431 17.6336
34.5255 67.9415
70.2714 93.0307
. rank ( A) = 4 27
A = UV T
0.4063 0.3543 0.7843 0.3070
0.4981 0.8393 0.0371 0.2146
= U
0.3649 0.3505
0.5927 0.6267
0.1795
0.6833
0.6736 0.2171
0
0
0
0
224.7721
0
85
.
0690
0
0
0
0
0
44.7287
0
0
0
0
0
7.3295 0
A 28
rank ( A1 ) = 1,
52.5564
64.4383
A1 =
47.1990
87.1385
rank ( A2 ) = 2 ,
1 = 224.7721 ,
1 = 224.7721,
40.1854 22.1638
93.7458 89.24.31
A2 =
34.9594 18.3280
79.5569 54.7917
rank ( A3 ) = 3 ,
1 = 224 .7721 ,
22.6119
92.9140
A3 =
48.2388
83.5784
29
2 = 3 = 4 = 0
2 = 85.0690 ,
3 = 4 = 0
3 = 44 .7287 ,
51.6239
17.9548
68.8797
92.0078
4 = 0
- A2 A1 A3
5.5
5.5
4.5
3.5
2.5
1.5
0.5
0.5
1.5
1.5
2.5
2.5
3.5
3.5
4.5
0.5
5.5
A1
4.5
3.5
2.5
1.5
A2
4.5
3.5
2.5
1.5
4.5
0.5
0.5
0.5
1.5
1.5
2.5
2.5
3.5
3.5
4.5
0.5
5.5
4.5
3.5
2.5
1.5
4.5
0.5
A3
A3 A .
30
15 20 2
10
12
14
20
16
18
14
12
10
1 = 912.0093 ,
6 = 148.8492 ,
11 = 72.6961,
31
10
10
10
12
12
12
14
20
18
16
14
12
10
14
20
1 ,K, 5
20
18
16
14
12
10
14
18
16
14
12
10
20
18
1 ,K, 3
1 ,K, 11
16
14
12
10
10
10
10
12
12
12
14
14
14
20
18
16
14
12
10
1 ,K, 9
20
18
16
14
12
10
1 ,K, 7
32
20
18
16
14
12
10
10
10
12
12
14
14
20
18
16
14
1 ,K, 11
12
10
33
- .
1 = 150.2370,K, 10 = 11.2150
1 = 150.2370,K, 5 = 20.8949
1 = 150.2370,K, 50 = 3.2094
1 = 150.2370,K, 20 = 7.1647
150 .
35