A + =lim λ−>0 (λI+AA T ) −1 A T
时间: 2024-05-27 13:13:17 浏览: 181
根据Woodbury矩阵求逆公式,可以得到:
A(A^T + λI)^-1 = A(A^T)^-1(I + λA(A^T)^-1)^-1
进一步化简可得:
lim λ→0 (λI + AAT)^-1AT = lim λ→0 A(I + λAAT)^-1
由于(I + λAAT)^-1的Taylor展开式为:
(I + λAAT)^-1 = I - λAAT + λ^2(AAT)^2 - λ^3(AAT)^3 + ...
所以
lim λ→0 A(I + λAAT)^-1 = A(AAT)^-1
因此,A(A^T + λI)^-1在λ趋近于0时,收敛到A(A^T)^-1。
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