如何求解超定线性系统X*A=B



如何求解超定线性系统X * A = BA, B,并且我需要找到X

对于方形矩阵来说,解决方案似乎很简单(https://stackoverflow.com/a/18848074/1179925):

X * A = B
M * A * Inv(A) = B * Inv(A)
M = B * Inv(A)

但是如何处理非平方矩阵呢?

示例代码:

def to_homogeneous(_pts):
n = _pts.shape[0]
_pts = _pts.transpose()
pts = np.ones((3,n), np.float32)
pts[:2,:] = _pts
return pts
def get_random_affine_matrix():
src_tri = np.random.rand(3,2) * np.random.randint(1,10)
src_tri = src_tri.astype(np.float32)
src_tri = to_homogeneous(src_tri)

dst_tri = np.random.rand(3,2) * np.random.randint(1,10)
dst_tri = dst_tri.astype(np.float32)
dst_tri = to_homogeneous(dst_tri)

m = dst_tri @ np.linalg.inv(src_tri)

print('-'*60)
print('src_tri.shape', src_tri.shape)
print('src_tri:')
print(src_tri)
print('-'*60)
print('dst_tri.shape', dst_tri.shape)
print('dst_tri:')
print(dst_tri)
print('-'*60)
print('m.shape', m.shape)
print('m:')
print(np.round(m, 5))
return m
m = get_random_affine_matrix()
src_pts = np.random.rand(4,2) * np.random.randint(1,10)
src_pts = src_pts.astype(np.float32)
src_pts = to_homogeneous(src_pts)
dst_pts = m @ src_pts
print('-'*60)
print('src_pts.shape', src_pts.shape)
print('src_pts:')
print(src_pts)
print('-'*60)
print('dst_pts.shape', dst_pts.shape)
print('dst_pts:')
print(dst_pts)
m = dst_pts @ np.linalg.inv(src_pts) # Gives LinAlgError: Last 2 dimensions of the array must be square

输出:

------------------------------------------------------------
src_tri.shape (3, 3)
src_tri:
[[2.7440674 3.0138168 2.118274 ]
[3.5759468 2.724416  3.2294705]
[1.        1.        1.       ]]
------------------------------------------------------------
dst_tri.shape (3, 3)
dst_tri:
[[0.5950692  0.5453126  1.6243374 ]
[0.11342596 0.95533025 0.9599543 ]
[1.         1.         1.        ]]
------------------------------------------------------------
m.shape (3, 3)
m:
[[-1.42684 -0.39356  5.91778]
[-0.68516 -1.20574  6.30521]
[ 0.       0.       1.     ]]
------------------------------------------------------------
src_pts.shape (3, 4)
src_pts:
[[8.33037    0.7841637  7.4935784  7.830109  ]
[0.63932455 0.18196557 7.003411   8.807565  ]
[1.         1.         1.         1.        ]]
------------------------------------------------------------
dst_pts.shape (3, 4)
dst_pts:
[[-6.2199397   4.7272906  -7.5306525  -8.7208805 ]
[-0.17327118  5.5485325  -7.2733746  -9.679293  ]
[ 1.0000011   1.0000001   1.0000015   1.0000017 ]]
LinAlgError: Last 2 dimensions of the array must be square

我认为最好的解决方案是使用numpy的lstsq函数:

像这个一样重写你的系统

#X*A = B <=> A.T*X.T = B.T

让我们使用

Xt = np.linalg.lstsq(A.T, B.T)
X = Xt.T

这是一个更好的解决方案,无论是在速度和准确性方面使用反演和伪反演,除非你明确需要这些,我强烈建议你不要使用它们

我能够使用伪逆来解决它:

# X * A = B
# X * A * A.tr() = B * A.tr()
# X = B * A.tr() * Inv(A * A.tr())
m2 = dst_pts @ src_pts.transpose() @ np.linalg.inv(src_pts @ src_pts.transpose())

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