While working on a variation of the RcppDynProg algorithm we derived the following beautiful identity of 2 by 2 real matrices:
| The superscript “top” denoting the transpose operation, the | . | ^2_2 denoting sum of squares norm, and the single | . | denoting determinant. |
This is derived from one of the check equations for the Moore–Penrose inverse and we have details of the derivation here, and details of the messy algebra here.
Like this:
Like Loading…
Related