Numerical aspects of computing the Moore-Penrose inverse of full column rank matrices

DOI10.1007/s10543-011-0362-0zbMath1251.65053OpenAlexW1974717235MaRDI QIDQ438724

Iwona Wróbel, Alicja Smoktunowicz

Publication date: 31 July 2012

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-011-0362-0

zbMATH Keywords

algorithmsingular value decompositionnumerical experimentsrandom matricescondition numbernumerical stabilityMoore-Penrose inverse

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52)

Related Items

A two-step iterative method and its acceleration for outer inverses ⋮ Accurate computation of the Moore-Penrose inverse of strictly totally positive matrices ⋮ On iterative algorithms for the polar decomposition of a matrix and the matrix sign function ⋮ Efficient recursive least squares solver for rank-deficient matrices ⋮ Application of the partitioning method to specific Toeplitz matrices ⋮ Convergence of Rump’s method for computing the Moore-Penrose inverse

Uses Software

• mctoolbox
• mftoolbox

Cites Work

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