A self-correcting matrix iteration for the Moore-Penrose generalized inverse
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.
scientific article; zbMATH DE number 931953
scientific article