Let's say I have a generalised linear (system of) equations. What I mean by that is, say I have some

hushjelpw4

hushjelpw4

Answered question

2022-05-24

Let's say I have a generalised linear (system of) equations. What I mean by that is, say I have something like:
i A i X B i = C
Where A i and B i are matrices and the equation is to be solved for X. Is there a closed-form solution (or failing that, least-squares solution)? As an example, let's take the equation A 1 X B 1 + 2 a I X I + I X B 3 = C. The identity matrices are added to be compatible with the notation I defined above.

Answer & Explanation

dariajoq9

dariajoq9

Beginner2022-05-25Added 14 answers

Using the vectorisation and Kronecker product operations, we can re-write the equation as:
i ( B i T A i ) v e c ( X ) = v e c ( C )
from which we can get the (exact or least-squares) solution to this problem using:
v e c ( X ) = ( i ( B i T A i ) ) v e c ( C )
and performing the inverse-vectorise operation. Here M denotes the Moore-Penrose psuedoinverse of the matrix M.

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