A self-correcting matrix iteration for the Moore-Penrose generalized inverse (Q1923224)
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scientific article; zbMATH DE number 931953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A self-correcting matrix iteration for the Moore-Penrose generalized inverse |
scientific article; zbMATH DE number 931953 |
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A self-correcting matrix iteration for the Moore-Penrose generalized inverse (English)
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24 February 1997
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Iterative algorithms of finding the Moore-Penrose generalized inverse of a singular matrix are considered. The popular algorithm \(X_{k+1} = X_k(2I-AX_k)\) has a first-order error component, where \(X_k\) is the \(k\)-th iterate. The more complicated algorithm presented in this paper has no first-order error component for general \(A\) and \(X_k\). The paper is also a good survey of iterative methods for computing the Moore-Penrose inverse of a matrix.
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iterative algorithms
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Moore-Penrose generalized inverse
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singular matrix
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