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Improved Qrginv algorithm for computing Moore-Penrose inverse matrices. (English) Zbl 1298.65067

Summary: V. N. Katsikis et al. [Appl. Math. Comput. 217, No. 23, 9828–9834 (2011; Zbl 1220.65049)] presented a computational method in order to calculate the Moore-Penrose inverse of an arbitrary matrix (including singular and rectangular). In this paper, an improved version of this method is presented for computing the pseudo inverse of an \(m\times n\) real matrix \(A\) with rank \(r>0\). Numerical experiments show that the resulting pseudoinverse matrix is reasonably accurate and its computation time is significantly less than that obtained in [loc. cit.].

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
15A09 Theory of matrix inversion and generalized inverses

Citations:

Zbl 1220.65049

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References:

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