Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates

• 作者: Jun Ji Xuzhou Chen
• 来源期刊: 美国计算数学期刊(英文)
• 学科: 数学
• 关键词: FINITE RECURSIVE Algorithm Moore-Penrose INVERSE SYMMETRIC Rank-One UPDATE
• 年，卷（期）: 2011,（3）
• 页码范围: 147-151
• 页数: 5页
• 分类号: O1

摘要

This paper presents a recursive procedure to compute the Moore-Penrose inverse of a matrix A. The method is based on the expression for the Moore-Penrose inverse of rank-one modified matrix. The computational complexity of the method is analyzed and a numerical example is included. A variant of the algorithm with lower computational complexity is also proposed. Both algorithms are tested on randomly generated matrices. Numerical performance confirms our theoretic results.