Abstract
The purpose of this paper is to investigate solvability of systems of constrained matrix equations in the form of constrained minimization problems. The main novelty of this paper is the unification of solutions of considered matrix equations with corresponding minimization problems. For a particular case we extend some well-known results and give several new results for the weak Drazin inverse. The main characterizations of the Drazin inverse, group inverse and Moore–Penrose inverse are obtained as consequences.
MSC:
15A09; 15A24; 15A23; 65F20
1. Introduction
The set containing matrices over the complex numbers will be denoted as . Standardly, , , and will represent the conjugate transpose, rank, range (column space) and kernel (null space), respectively. Furthermore, .
Generalized inverses are very powerful tools in many branches of mathematics, technics and engineering. The most frequent application of generalized inverses is in finding solutions of many matrix equations and systems of linear equations. There are many other mathematical and technical disciplines in which generalized inverses play an important role. Some of them are estimation theory (regression), computing polar decomposition, electrical circuits (networks) theory, automatic control theory, filtering, difference equations, pattern recognition and image restoration. Since 1955, thousands of papers have been published discussing various theoretical and computational features of generalized inverses and their applications. For the sake of completeness, we surveyed definitions of generalized inverses related to our research.
For arbitrary , there is a Moore–Penrose inverse of A represented by the distinctive matrix (denoted by ) for which [1]:
The symbol is stated for the set of all matrices that satisfy equations involved in . A -inverse of A, marked with , is any matrix from . Notice that .
The class consisting of outer generalized inverses (-inverses) is defined for arbitrary by
Immediately from the definition, it can be concluded . Furthermore, it is known that an arbitrary satisfies . The outer inverses have many applications in statistics [2,3], in the iterative themes for tackling nonlinear Equations [4], in stable approximations of ill-posed problems and in linear and nonlinear issues implicating rank-deficient generalized inverses [5].
Consider , and . An outer inverse of A with predefined range (denoted by ) is a solution to the following constrained equation:
The class of outer inverses with the predefined range is denoted by . Furthermore, an outer inverse of A with given kernel (denoted by ) is a solution to the following constrained equation:
The symbol will stand for the class of outer inverses with the predefined kernel . Finally, an outer inverse of A with given image and kernel (denoted by ) is the unique solution of the constrained equation
The key characterizations, representations and computational procedures for outer inverses with prescribed range and/or kernel were discovered in [6,7,8,9,10] and other research articles cited in these references. More details can be found in the monographs [4,11,12]. Full rank representations of outer inverses are given in [13,14]. Characterizations, representations and computational procedures based on appropriate matrix equations and ranks of involved matrices are proposed in [15,16,17]. Iterative computational algorithms were developed in [18,19,20,21,22,23].
Recall that
For , there exists the Drazin inverse of A as the unique matrix and it has the following properties:
where is used with meaning of the index of A. That is, k is the smallest nonnegative integer satisfying . Under the limitation , the group inverse of A is . Notice that
The Drazin inverse proved to be useful in the investigation of finite Markov chains, in the analysis of singular linear difference equations and differential Equations [24], cryptography [25] and other.
It is important to mention that some of popular generalized inverses are outer inverses with a predefined image and kernel. One of the most popular is the core-EP inverse applicable on square matrices in [26]. For a square matrix A of index , its CEP inverse is the uniquely defined by
In the case , the core-EP inverse transforms into the core inverse
[27]. The DMP inverse is defined in [28] as the unique outer inverse satisfying and . For arbitrary positive integer m, the m-weak group inverse (m-WGI) of a square matrix A is defined the unique solution to and [29] and it can be given by
For , the m-WGI becomes the weak group inverse, proposed in [30]. For , the m-WGI reduces to the generalized group inverse, proposed in [31].
The definition of the weak Drazin inverse was presented in [32] as a weakened form of the Drazin inverse. Although a weak Drazin inverse lacks some properties of the Drazin inverse, such as being unique, it is still easier to find the weak Drazin inverse than the Drazin inverse. Furthermore, the weak Drazin inverse may be applied instead of the Drazin inverse; for example, in investigating differential equations or Markov chains, as well as in its additional own applications.
Consider a square matrix of index . Then, a matrix represents [32]
- A weak Drazin inverse of A when
- A minimal rank weak Drazin inverse of A when
- A commuting weak Drazin inverse of A when
Recall that, by [32], the Drazin inverse is unique minimal rank commuting weak Drazin inverse. Important characterizations of the minimal rank weak Drazin inverse were given in [33]. Furthermore, it was proven in [33] that many recently defined generalized inverses are special cases of the minimal rank weak Drazin inverse.
The conditions for solvability of matrix equations and studying their explicit solutions were applied in physics, mechanics, control theory and many different areas [4,11]. Motivated by theoretical and applied importance of studies involving the solvability of systems of equations and forms of their solutions, we continue to study this topic.
The aim of this paper is to investigate the solvability of systems of matrix equations which are weaker than systems considered in [32,33], and to solve some constrained minimization problems. The main novelty of this paper is the unification of solutions of considered matrix equations with corresponding minimization problems. Consequently, we extend some well-known results and provide several new results for the weak Drazin inverse. Furthermore, some characterizations for significant Drazin inverse, group inverse and Moore–Penrose inverse are obtained as consequences.
2. Motivation and Research Highlights
The detailed explanations of our research goals follow in this section.
- (1)
- For , and , the first problem we consider is to find equivalent conditions for solvability of the constrained systemWe will prove that X is a solution to (5) if and only if (iff) .
- (2)
- In the case that system (5) is consistent, we solve the minimization model
- (3)
- We investigate solvability of system (5) with the additional assumptions. Precisely, we add an additional constraint or or . A minimal rank outer inverse X with prescribed range which commutes with A, will be called a commuting minimal rank outer inverse with prescribed range .
- (4)
- Suppose that , and . We study the solvability of the system
- (5)
- If the system (7) is consistent, the minimization problemcan be solved.
- (6)
- Special cases of the system (7) will be the topic of this research. A minimal rank outer inverse X with prescribed kernel which commutes with A, will be called a commuting minimal rank outer inverse with prescribed kernel .
- (7)
- Characterizations for the Drazin inverse, group and the Moore–Penrose inverse are obtained applying our results.
- (8)
The following is the organization of this paper. Preliminary information and motivation of our research are presented in Section 2. Section 3 contains investigations related to solvability of the system (5) and the minimization problem (6) as well as solvability of special cases of the system (5). As consequences, we also present characterizations for the Drazin inverse, group and the Moore–Penrose inverse. The system (7) and the minimization problem (8) are considered in Section 4. Section 5 involves solvability of the system (9) and its particular cases. Concluding remarks are part of Section 6.
3. Minimal Rank Outer Inverses with Prescribed Range
The main goals of this section are to consider solvability of the system (5) and the minimization problem (6). In the first theorem, we will observe that X presents a solution to (5) iff X is an outer inverse of A with the predefined range . Furthermore, we give some systems of matrix equations which are equivalent to (5).
Lemma 1.
(a)
If and , it follows
(b) For and , it follows
Proof.
(a) The equality gives , i.e., .
On the other hand, (see, for example [11] (p. 33)), implies in the case .
(b) This statement can be verified using the conjugate transpose matrices in part (a). □
Theorem 1.
Suppose that , and .
- (a)
- The subsequent statements are mutually equivalent:
- (i)
- and ;
- (ii)
- and ;
- (iii)
- X is a solution to (2), i.e., ;
- (iv)
- and ;
- (v)
- , and .
- (b)
- Additionally,and the following set identities are valid:
Proof.
(a) (i) ⇒ (ii): From , it follows . Furthermore, gives .
(ii) ⇒ (iii): The assumption implies for some . Then .
(iii) ⇔ (iv) ⇔ (v): It follows by (Theorem 2.3 [34]).
(v) ⇒ (i): From and , it follows . Furthermore, .
(b) It is straightforward that implies . On the other hand, implies . So, (12) holds.
Remark that the suppositions and , exploited in Theorem 1, can be substituted by some of equivalent requirements presented in (Corollary 2.4 [34]).
Proposition 1.
If and , it follows
Proof.
If there exists X satisfying and , by Lemma 1, we conclude .
In addition, the assumption and (Theorem 3 [15]) imply the existence of . By Theorem 1, it follows and . □
Because of (12), a solution X to (5) is called a minimal rank outer inverse with prescribed range . Note that a weak Drazin inverse is a specific solution to (5) for , and . So, we study solvability of a more general system than the system whose solution is the weak Drazin inverse.
For the particular settings , in Theorem 1, we obtain the next result which involves characterizations of the minimal rank weak Drazin inverse.
Corollary 1 generalizes results from [33], since the statements (i)–(iii) of Corollary 1 are proposed in [33].
Corollary 1.
For and , the next assertions are equivalent:
- (i)
- and ;
- (ii)
- and ;
- (iii)
- ;
- (iv)
- and ;
- (v)
- , and ;
- (vi)
- X is a minimal rank weak Drazin inverse of A.
The assumption in the system (5) reduces the results of Theorem 1 to the smaller class of inner reflexive inverses if .
Theorem 2.
Suppose that , and .
- (a)
- The subsequent statements are mutually equivalent:
- (i)
- and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- , and ;
- (v)
- , and , i.e., .
- (b)
- In addition,
Proof.
(a) (i) ⇒ (ii): According to Theorem 1, and . Using Theorem 3, [15], . Therefore, the fact gives .
(ii) ⇔ (iii) ⇔ (iv): These equivalences are clear.
(ii) ⇒ (v): It is clear, by Theorem 1, that . For some , the assumption implies
(v) ⇒ (i): From the equalities and , we deduce that . The hypothesis yields and
for some .
The proof of part (b) follows from the results of part (a) of this theorem. The matrices X satisfying are outer inverses of rank . In the case , outer inverses become -inverses [15]. Consequently, the matrices X satisfying (15) are -inverses of rank . □
Proposition 2.
If and , it follows
When we add the assumption in the system (5), we obtain the following characterizations for a commuting minimal rank outer inverse with prescribed range .
Theorem 3.
For , the subsequent statements are equivalent each other:
- (i)
- , and ;
- (ii)
- , and ;
- (iii)
- and ;
- (iv)
- , and .
Proof.
(i) ⇔ (ii): It follows by Theorem 1.
(ii) ⇒ (iii): This implication is evident.
(iii) ⇒ (ii): Using , we get . Hence, .
(iv) ⇔ (iii): Applying Theorem 1, one can verify this implication. □
By Theorem 3, we get the next consequence which contains several characterizations for the Drazin inverse. For with , recall that by (Corollary 2.3 [33]), X is a minimal rank weak Drazin inverse of A and iff .
Corollary 2.
Let and . The subsequent statements are equivalent each other:
- (i)
- , and ;
- (ii)
- , and ;
- (iii)
- and ;
- (iv)
- , and ;
- (v)
- .
In the case that the hypothesis is added to the system (5), we present necessary and sufficient requirements for the solvability of novel system. The system was considered in [35], but in conjunction with additional assumptions different from our conditions in Theorem 4.
Theorem 4.
The subsequent statements are equivalent each other for :
- (i)
- and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- , and ;
- (v)
- and ;
- (vi)
- , and ;
- (vii)
- , and , i.e., ;
- (viii)
- , and ;
- (ix)
- , and .
Proof.
(i) ⇒ (ii): Firstly, gives . Since , then . So, .
(ii) ⇒ (iii) and (iv): It is evident.
(iii) ⇒ (i): Theorem 1 and assumptions and imply and . The condition yields, for some ,
(iv) ⇒ (v): This implication is evident.
(v) ⇒ (ii): From , we conclude that and . Because , we have , for some , and so . Hence, , which implies and .
The rest follows by Theorem 1. □
As a consequence of Theorem 4, we get the following result which involves characterizations of the Drazin inverse.
Corollary 3.
Let and . The subsequent statements are mutually equivalent:
- (i)
- and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- , and ;
- (v)
- and ;
- (vi)
- , and ;
- (vii)
- , , , i.e., ;
- (viii)
- , and ;
- (ix)
- , and .
For in Corollary 3, we obtain characterizations for the group inverse.
Corollary 4.
The subsequent statements are equivalent for :
- (i)
- and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- , and ;
- (v)
- and ;
- (vi)
- , and ;
- (vii)
- , , , i.e., ;
- (viii)
- , and ;
- (ix)
- , and .
Theorem 4 also implies new characterizations for the Moore–Penrose inverse.
Corollary 5.
The next assertions are mutually equivalent for :
- (i)
- and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- , and ;
- (v)
- and ;
- (vi)
- , and ;
- (vii)
- , and , i.e.,;
- (viii)
- , and ;
- (ix)
- , and .
Example 1.
Consider the matrices
and
Let us generate the candidate solutions X in the generic form
where , are unevaluated symbols. The general solution X to is the matrix
which satisfies but does not satisfy . Ranks of relevant matrices are equal to
The matrix Z obtained by the replacement in X is equal to
and satisfies . Then the matrix equation holds, but does not hold.
Finally, consider the matrix Q obtained by the replacement in the matrix Z:
The matrix Q satisfies . Then both the matrix equations and are satisfied, which is in accordance with the results presented in Theorem 1.
Now, let us calculate the matrix , where is in generic form
The set of solutions to with respect to U is given by
Then the set coincides with the set which is given in Appendix A.
The rank identities are satisfied.
4. Minimal Rank Outer Inverses with Prescribed Kernel
This section is devoted to the solvability of the system (7) as well as the minimization problem (8). Besides some systems of matrix equations which are equivalent to the system (7), we present in Theorem 5 that X is a solution to the system (7) iff X is an outer inverse of A with the given kernel .
Theorem 5.
Let , and .
- (a)
- The subsequent statements are mutually equivalent:
- (i)
- and ;
- (ii)
- and ;
- (iii)
- (iv)
- and ;
- (v)
- , and .
- (b)
- In addition,and the following set identities are valid:
Proof.
(i) ⇒ (ii): The hypothesis implies . Since , we deduce that .
(ii) ⇒ (iii): From , we haveit follows for some . Then .
(iii) ⇔ (iv) ⇔ (v): These equivalences are clear by (Theorem 2.6 [34]).
(v) ⇒ (i): The assumptions and give . Now, .
The rest of the proof is analogous as the proof of Theorem 1. □
In order to provide new systems of matrix equations, we can replace the conditions and of Theorem 5 with some of the equivalent conditions presented in (Remark 2.7 [34]).
Proposition 3.
If and , it follows
Because of (17), a solution X to (7) is called a minimal rank outer inverse with prescribed kernel .
Theorem 5 implies the following result.
Corollary 6.
The next statements are equivalent each other for and :
- (i)
- and ;
- (ii)
- and ;
- (iii)
- ;
- (iv)
- and ;
- (v)
- , and ;
- (vi)
- X is a minimal rank weak Drazin inverse of A.
We now consider the solvability of particular cases of the system (7). Firstly, we assume that holds in the system (7). Notice that the following result can be proven as corresponding results of the previous section.
Theorem 6.
Consider , and .
- (a)
- The subsequent statements are mutually equivalent:
- (i)
- and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- , and ;
- (v)
- , and , i.e., .
- (b)
- In addition,
Proposition 4.
If and , it follows
Several characterizations of a commuting minimal rank outer inverse with prescribed kernel are proposed in Theorem 7.
Theorem 7.
Let . The subsequent statements are mutually equivalent:
- (i)
- , and ;
- (ii)
- , and ;
- (iii)
- and ;
- (iv)
- , and .
Theorem 7 gives the next result which gives characterizations of the Drazin inverse.
Corollary 7.
The subsequent statements are equivalent for and :
- (i)
- , and ;
- (ii)
- , and ;
- (iii)
- and ;
- (iv)
- , and ;
- (v)
- .
Taking that in the system (7), we establish some necessary and sufficient conditions for a matrix X to be a solution to a novel system.
Theorem 8.
Let . The subsequent statements are equivalent each other:
- (i)
- and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- , and ;
- (v)
- and ;
- (vi)
- , and ;
- (vii)
- , and , i.e., ;
- (viii)
- , and ;
- (ix)
- and .
Consequently, by Theorem 8, we derive the following characterizations for the Drazin inverse.
Corollary 8.
The next statements are equivalent for and :
- (i)
- , and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- and ;
- (v)
- , and ;
- (vi)
- , , , i.e., ;
- (vii)
- , and ;
- (viii)
- , and .
By Corollary 8, we characterize the group inverse.
Corollary 9.
The subsequent constrained equations are equivalent for :
- (i)
- , and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- and ;
- (v)
- , and ;
- (vi)
- , and , i.e., ;
- (vii)
- , and ;
- (viii)
- , and .
According to Theorem 8, we have more characterizations of the Moore–Penrose inverse.
Corollary 10.
The subsequent constrained equations are equivalent for :
- (i)
- , and ;
- (ii)
- , and ;
- (iii)
- , and ;
- (iv)
- and ;
- (v)
- , and ;
- (vi)
- , and , i.e., ;
- (vii)
- , and ;
- (viii)
- , and .
Example 2.
Consider the matrix A from Example 1 and the matrix C of rank 3 defined by
Let us generate the candidate solutions X in the generic form (16). The general solution X to is equal to
The matrix X satisfies but does not satisfy . Ranks of relevant matrices are equal to
The matrix Z obtained by the replacement in X satisfies . Then the matrix equation holds, but does not hold.
Finally, consider the matrix Q obtained by the replacement in Z:
The matrix Q satisfies . Then both the matrix equations and are satisfied, which is in accordance with the results presented in Theorem 5.
Now, let us calculate the matrix , where is in generic form
The set of solutions to with respect to U is given by
Then the set coincides with the set is given in Appendix B. The rank identities are satisfied.
5. Minimal Rank Outer Inverses with Prescribed Range and Kernel
Applying results of Section 3 and Section 4, we are able to characterize solvability of the system (9). In particular, by Theorem 1 and Theorem 5, the system (9) has a solution X iff X is an outer inverse of A with the prescribed range and kernel .
Corollary 11.
Consider , and , .
- (a)
- The subsequent constrained matrix equations are mutually equivalent:
- (i)
- , and ;
- (ii)
- , , and ;
- (iii)
- (iv)
- , and ;
- (v)
- , , and .
- (b)
- In addition, the system (9) has the unique solution .
Theorem 2 and Theorem 6 imply the next characterizations of solution to the special system of the system (9) with .
Corollary 12.
(a) The subsequent constrained equations are equivalent for , , and :
- (i)
- , and ;
- (ii)
- , , , and ;
- (iii)
- , , , and ;
- (iv)
- , , and ;
- (v)
- , , and , i.e., .
- (b)
- In addition, the constrained system in (i) has the unique solution .
Using Theorem 3 and Theorem 7, we characterize the solvability of a new system obtained from the system (9) adding an extra condition .
Corollary 13.
The subsequent constrained equations are equivalent for :
- (i)
- , , and ;
- (ii)
- , , and ;
- (iii)
- , and ;
- (iv)
- , , and .
Example 3.
Consider
Let us generate the possible solutions Q in the generic form
where , are unevaluated symbols. The general solution Q to the system of matrix equations is equal to
Ranks of relevant matrices are equal to
Consequently, the system of matrix equations holds, but
The important requirement in Corollary 11 is . To reduce to we use the matrix X obtained by the replacements in Q, which gives
All requirements in Corollary 11 are satisfied and all the matrix equations , , and are fulfilled. Furthermore, the matrix equation is satisfied, which means .
It is important to mention that coincides with X, which is in accordance with the Urquhart representation [36] and its generalizations from [16].
6. Conclusions
The aim of this paper is to investigate solvability of systems of constrained matrix equations. The main novelty of this paper is the establishment of correlations between solutions of certain constrained matrix equations with corresponding minimization problems. Some well-known results and several new results for the weak Drazin inverse are obtained in particular cases. certain characterizations for the Drazin inverse, group inverse and Moore–Penrose inverse are obtained as corollaries.
Implementation of the stated research highlights can be summarized as follows.
- -
- -
- -
Author Contributions
D.M.: writing—original draft, conceptualization, methodology, validation, formal analysis, writing—review & editing. P.S.S.: conceptualization, methodology, validation, formal analysis, investigation, writing—original draft, writing—review & editing. S.D.M.: data curation, validation, investigation, formal analysis, writing-review & editing. All authors have read and agreed to the published version of the manuscript.
Funding
This work was supported by the Ministry of Science and Higher Education of the Russian Federation (Grant No. 075-15-2022-1121).
Data Availability Statement
Not applicable.
Acknowledgments
Dijana Mosić and Predrag Stanimirović are supported from the Ministry of Education, Science and Technological Development, Republic of Serbia, Grants 451-03-47/2023-01/200124. Predrag Stanimirović is supported by the Science Fund of the Republic of Serbia, (No. 7750185, Quantitative Automata Models: Fundamental Problems and Applications—QUAM).
Conflicts of Interest
The authors declare no conflict of interest.
Appendix A
Appendix B
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