Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates
Xuzhou Chen, Jun Ji
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DOI: 10.4236/ajcm.2011.13016   PDF   HTML     7,217 Downloads   15,625 Views   Citations

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.

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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.

References

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