A fast algorithm of Moore-Penrose inverse for the Loewner-type matrix (Q1954630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast algorithm of Moore-Penrose inverse for the Loewner-type matrix |
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A fast algorithm of Moore-Penrose inverse for the Loewner-type matrix (English)
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11 June 2013
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Summary: We present a fast algorithm of Moore-Penrose inverse for \(m \times n\) Loewner-type matrix with full column rank by forming a special block matrix and studying its inverse. Its computation complexity is \(O(mn) + O(n^2)\), but it is \(O(mn^2) + O(n^3)\) by using \(\mathbf L^+ = (\mathbf L^T\mathbf L)^{-1}\mathbf L^T\).
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