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

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DOI: 10.4236/ajcm.2011.13016    6,827 Downloads   15,010 Views   Citations
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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.

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The authors declare no conflicts of interest.

Cite this paper

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.


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