Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates ()
Abstract
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.
Share and Cite:
X. Chen and J. Ji, "Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates,"
American Journal of Computational Mathematics, Vol. 1 No. 3, 2011, pp. 147-151. doi:
10.4236/ajcm.2011.13016.
Conflicts of Interest
The authors declare no conflicts of interest.
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