How to undo a matrix-vector multiplication












0












$begingroup$


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?










share|cite|improve this question









$endgroup$












  • $begingroup$
    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
















0












$begingroup$


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?










share|cite|improve this question









$endgroup$












  • $begingroup$
    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














0












0








0


1



$begingroup$


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?










share|cite|improve this question









$endgroup$




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






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










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


















  • $begingroup$
    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










2 Answers
2






active

oldest

votes


















1












$begingroup$

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.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    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





















1












$begingroup$

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 $B,v = 0$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    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











Your Answer





StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");

StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});

function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});


}
});














draft saved

draft discarded


















StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3052845%2fhow-to-undo-a-matrix-vector-multiplication%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown

























2 Answers
2






active

oldest

votes








2 Answers
2






active

oldest

votes









active

oldest

votes






active

oldest

votes









1












$begingroup$

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.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    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


















1












$begingroup$

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.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    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
















1












1








1





$begingroup$

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.






share|cite|improve this answer









$endgroup$



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.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










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




















  • $begingroup$
    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













1












$begingroup$

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 $B,v = 0$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    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
















1












$begingroup$

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 $B,v = 0$






share|cite|improve this answer











$endgroup$













  • $begingroup$
    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














1












1








1





$begingroup$

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 $B,v = 0$






share|cite|improve this answer











$endgroup$



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 $B,v = 0$







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








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


















  • $begingroup$
    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


















draft saved

draft discarded




















































Thanks for contributing an answer to Mathematics Stack Exchange!


  • Please be sure to answer the question. Provide details and share your research!

But avoid



  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.


Use MathJax to format equations. MathJax reference.


To learn more, see our tips on writing great answers.




draft saved


draft discarded














StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3052845%2fhow-to-undo-a-matrix-vector-multiplication%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown





















































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown

































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown







Popular posts from this blog

Mont Emei

Province de Neuquén

Journaliste