American Journal of Computational Mathematics

Volume 1, Issue 3 (September 2011)

ISSN Print: 2161-1203   ISSN Online: 2161-1211

Google-based Impact Factor: 1.05  Citations  

Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates

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DOI: 10.4236/ajcm.2011.13016    7,938 Downloads   16,933 Views  Citations
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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.

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Chen, X. and Ji, J. (2011) Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates. American Journal of Computational Mathematics, 1, 147-151. doi: 10.4236/ajcm.2011.13016.

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