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A fourth-order iterative method for computing the Moore-Penrose inverse. (English) Zbl 1416.65112

Summary: In this study, a new fourth-order method to compute the Moore-Penrose inverse is proposed. Convergence analysis along with the error estimates of the method is investigated. Every iteration of the method involves four matrix multiplications. A wide set of numerical comparisons of the proposed method with nine higher order methods shows that the average number of matrix multiplications and the average CPU time of our method are considerably less than those of other methods.

MSC:

65F30 Other matrix algorithms (MSC2010)
15A09 Theory of matrix inversion and generalized inverses
65G50 Roundoff error
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