A matrix G satisfying AGA=A is called the generalized inverse of matrix A, and is denoted by G=A
-. It is not necessarily unique in,general. By giving.the particular solutions of
for B=AH, C=KA and for A.D nonnegative definite, we present a way to finding the generalized inverse of various kinds in the most general case. As applications, we get the formula of (A B)
-;give the unified treatment of some extremum problems of quadratic form;establish the formula of the oblique projector with given direction;prove a property of the so called random projector and present a new treatment of statistical covariawce amalysis.