Recursive Determination of the Generalized Moore–Penrose M-Inverse of a Matrix
F. E. Udwadia and
P. Phohomsiri
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F. E. Udwadia: University of Southern California
P. Phohomsiri: University of Southern California
Journal of Optimization Theory and Applications, 2005, vol. 127, issue 3, No 15, 639-663
Abstract:
Abstract In this paper, we obtain recursive relations for the determination of the generalized Moore–Penrose M-inverse of a matrix. We develop separate relations for situations when a rectangular matrix is augmented by a row vector and when such a matrix is augmented by a column vector.
Keywords: Generalized inverse; Moore–Penrose M-inverse; recursive formulas; least squares problems (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:127:y:2005:i:3:d:10.1007_s10957-005-7508-7
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DOI: 10.1007/s10957-005-7508-7
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