Some comments about measures, Jacobians and Moore-Penrose inverse

José Antonio Díaz-García, Francisco Jose Caro-Lopera · arXiv (Cornell University) · 2019

Some general problems of Jacobian computations in non-full rank matrices are discussed in this work. In particular, the Jacobian of the Moore-Penrose inverse derived via matrix differential calculus is revisited. Then the Jacobian in the full rank case is derived under the simple and old theory of the exterior product.

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