A Recursive Algorithm for Computing the Weighted Moore-Penrose Inverse $A^+_{MN}$

A Recursive Algorithm for Computing the Weighted Moore-Penrose Inverse $A^+_{MN}$

Year:    1986

Journal of Computational Mathematics, Vol. 4 (1986), Iss. 1 : pp. 74–85

Abstract

In this paper, we give a recursive algorithm for computing the weighted Moore-Penrose inverse $A^+_{MN}$. This method is a generalization of Greville's method for computing Moore-Penrose inverse $A^+$, and the technique of its proof is new. This method suits the weighted least-squares problem.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1986-JCM-9569

Journal of Computational Mathematics, Vol. 4 (1986), Iss. 1 : pp. 74–85

Published online:    1986-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords: