How to undo a matrix-vector multiplication
$begingroup$
I have an iterative algorithm that computes a matrix-vector multiplication such as:
$$
b = Av
$$
I know the vector b (which is the result of the algorithm) and the vector v. Is there a way to get the matrix A?
matrices vectors inner-product-space
$endgroup$
add a comment |
$begingroup$
I have an iterative algorithm that computes a matrix-vector multiplication such as:
$$
b = Av
$$
I know the vector b (which is the result of the algorithm) and the vector v. Is there a way to get the matrix A?
matrices vectors inner-product-space
$endgroup$
$begingroup$
Do you know just one pair of vectors $mathbb b$ and $mathbb v,$ or more than one pair? Do you have the ability to provide several examples of $mathbb v$ and get the resulting vector $mathbb b$ in each case?
$endgroup$
– David K
Dec 26 '18 at 22:09
add a comment |
$begingroup$
I have an iterative algorithm that computes a matrix-vector multiplication such as:
$$
b = Av
$$
I know the vector b (which is the result of the algorithm) and the vector v. Is there a way to get the matrix A?
matrices vectors inner-product-space
$endgroup$
I have an iterative algorithm that computes a matrix-vector multiplication such as:
$$
b = Av
$$
I know the vector b (which is the result of the algorithm) and the vector v. Is there a way to get the matrix A?
matrices vectors inner-product-space
matrices vectors inner-product-space
asked Dec 26 '18 at 11:20
Kart AlexiusKart Alexius
407
407
$begingroup$
Do you know just one pair of vectors $mathbb b$ and $mathbb v,$ or more than one pair? Do you have the ability to provide several examples of $mathbb v$ and get the resulting vector $mathbb b$ in each case?
$endgroup$
– David K
Dec 26 '18 at 22:09
add a comment |
$begingroup$
Do you know just one pair of vectors $mathbb b$ and $mathbb v,$ or more than one pair? Do you have the ability to provide several examples of $mathbb v$ and get the resulting vector $mathbb b$ in each case?
$endgroup$
– David K
Dec 26 '18 at 22:09
$begingroup$
Do you know just one pair of vectors $mathbb b$ and $mathbb v,$ or more than one pair? Do you have the ability to provide several examples of $mathbb v$ and get the resulting vector $mathbb b$ in each case?
$endgroup$
– David K
Dec 26 '18 at 22:09
$begingroup$
Do you know just one pair of vectors $mathbb b$ and $mathbb v,$ or more than one pair? Do you have the ability to provide several examples of $mathbb v$ and get the resulting vector $mathbb b$ in each case?
$endgroup$
– David K
Dec 26 '18 at 22:09
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
The first column of $A$ is $A.(1,0,0,ldots,0)$, the second column is $A.(0,1,0,ldots,0)$ and so on.
$endgroup$
$begingroup$
Well the algorithm starts with $A_0 = gamma I$ so your answer is kind of correct. But I wanted to know $A$ after the algorithm, given that I know the result $Av$ and $v$. If it helps I am referring to the algorithm called two-loop recursion of Quasi-Newton method.
$endgroup$
– Kart Alexius
Jan 6 at 15:05
$begingroup$
I don't know. My suggestion is that you post a new question, but this time don't forget to mention that algorithm.
$endgroup$
– José Carlos Santos
Jan 6 at 15:09
add a comment |
$begingroup$
There exists an infinity of solutions to the problem
$$b=Av$$
Where $b$ and $v$ are vectors
The problem can be rewritten as
$$b^T = v^T A^T $$
The minimum (least square) solution is given by the Moore-Penrose pseudo-inverse:
$$A_0^T = (v^T)^+ b^T = v,(v^T v)^{-1}, b^T$$
Which gives
$$A_0 = frac{1}{|v|^2} b,v^T$$
Note that $A_0$ is of rank $1$.
The other solutions are given by $$A = A_0 + B = frac{1}{|v|^2} b,v^T + B $$
For any matrix $B$ such that $B,v = 0$
$endgroup$
$begingroup$
In place of a matrix $B$ plus a constraint $(Bv=0)$, it might be easier to use an unconstrained matrix $C$ and the nullspace projector $(I-vv^+)$ to write the solution as $$A = bv^+ + C(I-vv^+)$$ where $v^+=frac{v^T}{v^Tv}quad$ This is actually the same solution since $A_0=bv^+$ and $B=C(I-vv^+)$
$endgroup$
– greg
Dec 27 '18 at 15:39
$begingroup$
@greg Effectively. Thank you for this precision
$endgroup$
– Damien
Dec 27 '18 at 16:05
add a comment |
Your Answer
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
The first column of $A$ is $A.(1,0,0,ldots,0)$, the second column is $A.(0,1,0,ldots,0)$ and so on.
$endgroup$
$begingroup$
Well the algorithm starts with $A_0 = gamma I$ so your answer is kind of correct. But I wanted to know $A$ after the algorithm, given that I know the result $Av$ and $v$. If it helps I am referring to the algorithm called two-loop recursion of Quasi-Newton method.
$endgroup$
– Kart Alexius
Jan 6 at 15:05
$begingroup$
I don't know. My suggestion is that you post a new question, but this time don't forget to mention that algorithm.
$endgroup$
– José Carlos Santos
Jan 6 at 15:09
add a comment |
$begingroup$
The first column of $A$ is $A.(1,0,0,ldots,0)$, the second column is $A.(0,1,0,ldots,0)$ and so on.
$endgroup$
$begingroup$
Well the algorithm starts with $A_0 = gamma I$ so your answer is kind of correct. But I wanted to know $A$ after the algorithm, given that I know the result $Av$ and $v$. If it helps I am referring to the algorithm called two-loop recursion of Quasi-Newton method.
$endgroup$
– Kart Alexius
Jan 6 at 15:05
$begingroup$
I don't know. My suggestion is that you post a new question, but this time don't forget to mention that algorithm.
$endgroup$
– José Carlos Santos
Jan 6 at 15:09
add a comment |
$begingroup$
The first column of $A$ is $A.(1,0,0,ldots,0)$, the second column is $A.(0,1,0,ldots,0)$ and so on.
$endgroup$
The first column of $A$ is $A.(1,0,0,ldots,0)$, the second column is $A.(0,1,0,ldots,0)$ and so on.
answered Dec 26 '18 at 11:23
José Carlos SantosJosé Carlos Santos
163k22131234
163k22131234
$begingroup$
Well the algorithm starts with $A_0 = gamma I$ so your answer is kind of correct. But I wanted to know $A$ after the algorithm, given that I know the result $Av$ and $v$. If it helps I am referring to the algorithm called two-loop recursion of Quasi-Newton method.
$endgroup$
– Kart Alexius
Jan 6 at 15:05
$begingroup$
I don't know. My suggestion is that you post a new question, but this time don't forget to mention that algorithm.
$endgroup$
– José Carlos Santos
Jan 6 at 15:09
add a comment |
$begingroup$
Well the algorithm starts with $A_0 = gamma I$ so your answer is kind of correct. But I wanted to know $A$ after the algorithm, given that I know the result $Av$ and $v$. If it helps I am referring to the algorithm called two-loop recursion of Quasi-Newton method.
$endgroup$
– Kart Alexius
Jan 6 at 15:05
$begingroup$
I don't know. My suggestion is that you post a new question, but this time don't forget to mention that algorithm.
$endgroup$
– José Carlos Santos
Jan 6 at 15:09
$begingroup$
Well the algorithm starts with $A_0 = gamma I$ so your answer is kind of correct. But I wanted to know $A$ after the algorithm, given that I know the result $Av$ and $v$. If it helps I am referring to the algorithm called two-loop recursion of Quasi-Newton method.
$endgroup$
– Kart Alexius
Jan 6 at 15:05
$begingroup$
Well the algorithm starts with $A_0 = gamma I$ so your answer is kind of correct. But I wanted to know $A$ after the algorithm, given that I know the result $Av$ and $v$. If it helps I am referring to the algorithm called two-loop recursion of Quasi-Newton method.
$endgroup$
– Kart Alexius
Jan 6 at 15:05
$begingroup$
I don't know. My suggestion is that you post a new question, but this time don't forget to mention that algorithm.
$endgroup$
– José Carlos Santos
Jan 6 at 15:09
$begingroup$
I don't know. My suggestion is that you post a new question, but this time don't forget to mention that algorithm.
$endgroup$
– José Carlos Santos
Jan 6 at 15:09
add a comment |
$begingroup$
There exists an infinity of solutions to the problem
$$b=Av$$
Where $b$ and $v$ are vectors
The problem can be rewritten as
$$b^T = v^T A^T $$
The minimum (least square) solution is given by the Moore-Penrose pseudo-inverse:
$$A_0^T = (v^T)^+ b^T = v,(v^T v)^{-1}, b^T$$
Which gives
$$A_0 = frac{1}{|v|^2} b,v^T$$
Note that $A_0$ is of rank $1$.
The other solutions are given by $$A = A_0 + B = frac{1}{|v|^2} b,v^T + B $$
For any matrix $B$ such that $B,v = 0$
$endgroup$
$begingroup$
In place of a matrix $B$ plus a constraint $(Bv=0)$, it might be easier to use an unconstrained matrix $C$ and the nullspace projector $(I-vv^+)$ to write the solution as $$A = bv^+ + C(I-vv^+)$$ where $v^+=frac{v^T}{v^Tv}quad$ This is actually the same solution since $A_0=bv^+$ and $B=C(I-vv^+)$
$endgroup$
– greg
Dec 27 '18 at 15:39
$begingroup$
@greg Effectively. Thank you for this precision
$endgroup$
– Damien
Dec 27 '18 at 16:05
add a comment |
$begingroup$
There exists an infinity of solutions to the problem
$$b=Av$$
Where $b$ and $v$ are vectors
The problem can be rewritten as
$$b^T = v^T A^T $$
The minimum (least square) solution is given by the Moore-Penrose pseudo-inverse:
$$A_0^T = (v^T)^+ b^T = v,(v^T v)^{-1}, b^T$$
Which gives
$$A_0 = frac{1}{|v|^2} b,v^T$$
Note that $A_0$ is of rank $1$.
The other solutions are given by $$A = A_0 + B = frac{1}{|v|^2} b,v^T + B $$
For any matrix $B$ such that $B,v = 0$
$endgroup$
$begingroup$
In place of a matrix $B$ plus a constraint $(Bv=0)$, it might be easier to use an unconstrained matrix $C$ and the nullspace projector $(I-vv^+)$ to write the solution as $$A = bv^+ + C(I-vv^+)$$ where $v^+=frac{v^T}{v^Tv}quad$ This is actually the same solution since $A_0=bv^+$ and $B=C(I-vv^+)$
$endgroup$
– greg
Dec 27 '18 at 15:39
$begingroup$
@greg Effectively. Thank you for this precision
$endgroup$
– Damien
Dec 27 '18 at 16:05
add a comment |
$begingroup$
There exists an infinity of solutions to the problem
$$b=Av$$
Where $b$ and $v$ are vectors
The problem can be rewritten as
$$b^T = v^T A^T $$
The minimum (least square) solution is given by the Moore-Penrose pseudo-inverse:
$$A_0^T = (v^T)^+ b^T = v,(v^T v)^{-1}, b^T$$
Which gives
$$A_0 = frac{1}{|v|^2} b,v^T$$
Note that $A_0$ is of rank $1$.
The other solutions are given by $$A = A_0 + B = frac{1}{|v|^2} b,v^T + B $$
For any matrix $B$ such that $B,v = 0$
$endgroup$
There exists an infinity of solutions to the problem
$$b=Av$$
Where $b$ and $v$ are vectors
The problem can be rewritten as
$$b^T = v^T A^T $$
The minimum (least square) solution is given by the Moore-Penrose pseudo-inverse:
$$A_0^T = (v^T)^+ b^T = v,(v^T v)^{-1}, b^T$$
Which gives
$$A_0 = frac{1}{|v|^2} b,v^T$$
Note that $A_0$ is of rank $1$.
The other solutions are given by $$A = A_0 + B = frac{1}{|v|^2} b,v^T + B $$
For any matrix $B$ such that $B,v = 0$
edited Dec 26 '18 at 15:34
answered Dec 26 '18 at 15:22
DamienDamien
59714
59714
$begingroup$
In place of a matrix $B$ plus a constraint $(Bv=0)$, it might be easier to use an unconstrained matrix $C$ and the nullspace projector $(I-vv^+)$ to write the solution as $$A = bv^+ + C(I-vv^+)$$ where $v^+=frac{v^T}{v^Tv}quad$ This is actually the same solution since $A_0=bv^+$ and $B=C(I-vv^+)$
$endgroup$
– greg
Dec 27 '18 at 15:39
$begingroup$
@greg Effectively. Thank you for this precision
$endgroup$
– Damien
Dec 27 '18 at 16:05
add a comment |
$begingroup$
In place of a matrix $B$ plus a constraint $(Bv=0)$, it might be easier to use an unconstrained matrix $C$ and the nullspace projector $(I-vv^+)$ to write the solution as $$A = bv^+ + C(I-vv^+)$$ where $v^+=frac{v^T}{v^Tv}quad$ This is actually the same solution since $A_0=bv^+$ and $B=C(I-vv^+)$
$endgroup$
– greg
Dec 27 '18 at 15:39
$begingroup$
@greg Effectively. Thank you for this precision
$endgroup$
– Damien
Dec 27 '18 at 16:05
$begingroup$
In place of a matrix $B$ plus a constraint $(Bv=0)$, it might be easier to use an unconstrained matrix $C$ and the nullspace projector $(I-vv^+)$ to write the solution as $$A = bv^+ + C(I-vv^+)$$ where $v^+=frac{v^T}{v^Tv}quad$ This is actually the same solution since $A_0=bv^+$ and $B=C(I-vv^+)$
$endgroup$
– greg
Dec 27 '18 at 15:39
$begingroup$
In place of a matrix $B$ plus a constraint $(Bv=0)$, it might be easier to use an unconstrained matrix $C$ and the nullspace projector $(I-vv^+)$ to write the solution as $$A = bv^+ + C(I-vv^+)$$ where $v^+=frac{v^T}{v^Tv}quad$ This is actually the same solution since $A_0=bv^+$ and $B=C(I-vv^+)$
$endgroup$
– greg
Dec 27 '18 at 15:39
$begingroup$
@greg Effectively. Thank you for this precision
$endgroup$
– Damien
Dec 27 '18 at 16:05
$begingroup$
@greg Effectively. Thank you for this precision
$endgroup$
– Damien
Dec 27 '18 at 16:05
add a comment |
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$begingroup$
Do you know just one pair of vectors $mathbb b$ and $mathbb v,$ or more than one pair? Do you have the ability to provide several examples of $mathbb v$ and get the resulting vector $mathbb b$ in each case?
$endgroup$
– David K
Dec 26 '18 at 22:09