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We want to estimate the vectors $\{\boldsymbol{x,y}\}\in\mathbf{R}^{n}$ in a generalized solution to a system of linear equations.

$$ \tag{1} \boldsymbol{y}=A^+\boldsymbol{b}+(I_{n}-A^+A)\boldsymbol{x} $$

where $A\in\mathbf{R}^{m\times n}$ ,which can be inversible as Moore–Penrose pseudoinverse $A^+$, and $\boldsymbol{b}\in\mathbf{R}^{m}$ are defined. Furthermore, $\boldsymbol{y}$ must be satisfied with $\|\boldsymbol{y}\|=1$ and $\boldsymbol{y}\geq\mathbf{0}$.

As my attempt, we introduce an eigenvalue $\lambda$ and an eigenvector $\boldsymbol{x=p}$ in the matrix $(I_{n}-A^+A)$, and replace with equation $(1)$ as follows:

$$ \tag{1'} \boldsymbol{y}=A^+\boldsymbol{b}+\lambda\boldsymbol{p} $$

However, in these case, it cannot be ensured $\boldsymbol{y}$ is any positive.

  • 0
    You should state the problem in the body of your question, not just the title.2017-01-25
  • 0
    I am sorry... The main content was lack.2017-01-25
  • 0
    That is much better.2017-01-25

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