An improved Newton iteration for the weighted Moore-Penrose inverse (Q2489382)
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English | An improved Newton iteration for the weighted Moore-Penrose inverse |
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An improved Newton iteration for the weighted Moore-Penrose inverse (English)
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16 May 2006
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The authors first give a convergence result of the classical Newton iteration for computing the weighted Moore-Penrose pseudoinverse of an arbitrary matrix. Then, they propose two algorithms for accelerating convergence and analyse their efficiency on some numerical experiments.
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Newton iteration
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weighted Moore-Penrose inverse
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weighted singular value decomposition
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convergence acceleration
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algorithms
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numerical experiments
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