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Recursive Formulas for the Generalized LM-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, 2006, vol. 131, issue 1, No 1, 16 pages

Abstract: Abstract In this paper, we present recursive formulas for the sequential determination of the generalized LM-inverse of a general matrix. The formulas are developed for a matrix augmented by a column. These formulas are particularized to obtain also recursive relations for the generalized L-inverse of a general matrix augmented by a column.

Keywords: Generalized inverse; generalized LM-inverse; recursive formulas; least squares problem (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-006-9132-6

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