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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    6,783 Downloads   14,934 Views   Citations
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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.

Conflicts of Interest

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.

References

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