INVERSION OF MATRIXES WHICH APPEAR ON

USING TffE~ETF~ODOF LEAST SQIJARES*

M. STOYAKOVICH
(Novj-Sad, Yugoslavia)

(Received 5 -May 1964)

Methods for the inversion of matrices which arise when using the method
of least squares are discussed. A description has already been given in
[II of a method for the inversion of a class of Vandermonde matrices and
the problem is thus solved of the inversion of matrices which are the
products of Vandermonde matrices, or. by corresponding similar trans-
formation they can be reduced to the latter. A solution is given in [21
of the problem of the inversion of matrices connected with the use of
the method of least squares. It is supplemented here with a description
of another method for the inversion of this class of matrices and ilfu-
strated by an example.

Let n (real) pairs of numbers be given (Xi, yi) (i = I. 2, ...I n)

and let It be required to find a polynomial f(x) of degree I

m
f(4= no+ alx
+ . . . +a,x , m < n,

for which the expression

x (f (xi) - YJ2 = F (a,, ok, . . ., amI

has the smallest possible value.

Hence for coefficients Oj we obtain the equations

Soao + Slfl, + . . . -t S,,,a,R = x Yil

Slfio + S,a, + . . . + S,+rfl, = x xiYi?

S*n, -+- ..?$I f . . . $ S ,?1,2~,>1

= z r: Yi

* 2%. Vych. Math. 4, No. 5, 911-915, 1964.

167
166

SmaO + m+lai f . . f S2map*= 2 xyYif

So = n, sj = -$x$ i=l , 2, . * .s 2m.

1

Let us put

bi = 5 z;yj, i = 0, 1, 2, I . ., In.
j-1

III this case (2) can be written as W,,a =b. Hence a = IC;lb. Let us
introduce the notation

1) X,= II, 9, cc:,. . ., xSll@; k= I,&. . ., n; m<n; xi#zj fn, n are

natural numbers);

2) v* = II x,, x2, . * -5 &II; it is easy to verify that IV, = r,Vi,;

3) y = IIY,,Y,, . * .9 Ynl)l;

4) K (respectively, M) is the set of lexicographically ordered combi-

nations of the length m + 1 (respectively. III) consisting of elements
x x , . .. x,. To each combination of K (respectively, a) a Vander-
m&dematrix of degree (m f 1) (respectively, 6~) of those values of
x1* . . . . =n which form part of the combination represented, shows a one-
to-one correspondence; the determinants of these matrices are thus
lexicographically classified;

5) Z is that vector-row of the n -dimensional vector space, of

( m-I-4 )
n
which the i-th coordinate. i = I. 2. . . . , is equal to the deter-
( rn -j- 1)

minant of a matrix of the i-th combination of fi;

 Inversion of matrrces 169

6) Q is that vector-row of a ,l -dimensional vector space, of which

( 1

the i-th coordinate, i = 1, 2, ..., is equal to the matrix deter-

minant of i-th combination of M;

7) A - B is the product (element by element) of two matrices, A * B,

i.e. A * B is a matrix which is obtained from A, B by the same method as
A + 8, only instead of being added, the respective elements are multi-
plied:

8) Tit i = 0, 1, 2, . . . , m, is the vector-row of a -2 -dimensional

i 1

vector space, of which the j-th, j = 1, . . . , i coordinate is equal

( )
to the elementary symmetrical function value of degree (m - i) from the
j-th combination of M.

The following theorems hold:

1. det W, = det FnVk= ZZ; b = V,Y (taken directly from Binet-

Cauchys theorem on the determinant of the product of rectangular
matrices).

2. W,, = Ii: -+ X,X; (proved by direct verification).

Result.

Equation W,,a = b now becomes

IV@ = I,I$4 = i*,u.

Hence the unknown matrix is found

a = (I,,v;)-v,Y.

Example. If n=nz+i, then a = TJ~17,IFnY. = I;,-Y, i, e. the para-

bola of degree m, for which (1) has the least Value, Passes through the
points (Xi, yi), i = 1, 2, ..,, n.

3. The inversion by means of recursions (see E31, P. 210):

170 M. Stoyakovich

1
w;, = w& - - w,_l,x,x~rv;;, -1
gn-1

where

(is proved).

4. Explicit inversion:
I

W,l = . :ZZ.
T,,. Q (-- i) (- i)+m~
Q

We will now make a similar calculation of an inverse matrix with a

numerical example. Let n = 5, ni = 2, x1 = 0, 2, = 1, z3 = -2, x4 = 3, x, = 4.

The determinant of the matrix

100
5 G 30 11111 111
W = 6 30 84 = v&f;= 0 1 -23 4 i -2 4
30 64 354 01 4916 i 39
i 416

can easily be calculated from the table of differences nhlch are neces-
sary also to calculate the minors of this matrix

Determining the sum of squares of the product in threes of the differ-

ences of the table mentioned above (according to theorem 1 and determina-
tion 5). re obtain
dct ll, = %% -2 8316.
 Inversion of natrices 171

In our case it is easy to calculate the inverse matrix directly

3564 396 -396 594 66 -66

1
w;;=m 1 396 870 -240 = 1386 66 145 -40
- 396 -240 114 - 66 - 40 $9

This table of the differences of zi -xj Lives vectors. (see defini-

tion 6). T,,T,,T, and their products directly (see Table).

I 12
-I 1,3 194 13 23 2,4 23 394 3,5 4,5

3
Q
To
f;l
Ei
1
-2

-2
0 0
3
4

9
-3

--1
-2
s
5
-5 -ii
2
6 :, :, : *; -30
: -4:
9 16 15 5 12
-; 3 4 -33 3 5 6

Finally

where

U=
To-0
-T,.Q
T,-Q
IIII
=
000
-1
1
-4
-2
-9
3
-
0
16 -3
4-3
6
-8
6

2
-G
12 -30

3
-
5
-48
5 - 12 -
6
12
7
i
*

Thus, we again obtain

u-16 = II -
594
66
66
66 - 66
145 -40 1 : 1386.
-40 19 I

We will consider the recursive inversion of matrices in our example.

Here, we start with a matrix which is easily inverted (see 113,:

Successively we obtain
172 M. Stoyakovich

since g, = 52 and TI,lS, -- -f_

f8 1
i -90 402 78 /J*

Further,

66 -66 1
66 145 -40 )
-40 19 I

231
since g4 = 52,

Finally. it should be noted that the advantages of these methods of

matrix inversion, particularly, the method which corresponds to theorem
3, are not seen in this example since, here it is far easier to carry
out the inversion directly. The purpose of the example is only to illu-
strate the methods. Advantages in more complex cases would result from

1) the universality of these methods.

2) their simplicity for automation in using computers.

Translated by E. Semere

REFERENCES

1. Stoj akovich. M., Solution du problhme dinversion dune classe im-

portaate de matrices. Comp. Rend. Acad. Sci., 246, 1958.
 lnversion of matrices 173

2. Stoj akovich, M., Inverzija matrica do koJih dovodi primena metode

naimanjih kvadrata. Godignjak Fil. Fak. V. Novi Sad. 1960.

?
L . Faddeev, D.K. and Faddeeva, V.N., Computational Methods of Linear
Algebra (Vychislitelnye metody lineinoi algebry), Moscow, Flz-
matgiz, 1963.