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Matrix rank/inertia formulas for least-squares solutions with statistical applications

Yongge Tian, Bo Jiang (2016)

Special Matrices

Least-Squares Solution (LSS) of a linear matrix equation and Ordinary Least-Squares Estimator (OLSE) of unknown parameters in a general linear model are two standard algebraical methods in computational mathematics and regression analysis. Assume that a symmetric quadratic matrix-valued function Φ(Z) = Q − ZPZ0 is given, where Z is taken as the LSS of the linear matrix equation AZ = B. In this paper, we establish a group of formulas for calculating maximum and minimum ranks and inertias of Φ(Z)...

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