The Moore-Penrose inverse of an arbitrary matrix (including singular and rectangular) has many applications in statistics, prediction theory, control system analysis, curve fitting and numerical analysis. In this paper, an algorithm based on the conjugate Gram-Schmidt process and the Moore-Penrose i
Iterative method for computing the Moore–Penrose inverse based on Penrose equations
✍ Scribed by Marko D. Petković; Predrag S. Stanimirović
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 354 KB
- Volume
- 235
- Category
- Article
- ISSN
- 0377-0427
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✦ Synopsis
An iterative algorithm for estimating the Moore-Penrose generalized inverse is developed. The main motive for the construction of the algorithm is simultaneous usage of Penrose equations ( 2) and ( 4). Convergence properties of the introduced method as well as their first-order and second-order error terms are considered. Numerical experiment is also presented.
📜 SIMILAR VOLUMES
In this paper, we present characterizations for the level-2 condition number of the weighted Moore-Penrose inverse, i.e., where cond M N (A) is the condition number of the weighted Moore-Penrose inverse of a rectangular matrix and cond [2] M N (A) is the level-2 condition number of this problem. Th