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Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates
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American Journal of Computational Mathematics·Volume 01 (2011)·Pages 147–151·Published 19 September 2011·DOI10.4236/ajcm.2011.13016
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Abstract
This paper presents a recursive procedure to compute the Moore-Penrose inverse of a matrix A. The method is based on the expression for the Moore-Penrose inverse of rank-one modified matrix. The computational complexity of the method is analyzed and a numerical example is included. A variant of the algorithm with lower computational complexity is also proposed. Both algorithms are tested on randomly generated matrices. Numerical performance confirms our theoretic results.
KeywordsFinite Recursive AlgorithmMoore-Penrose InverseSymmetric Rank-One Update
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