Recursive determination of the generalized Moore-Penrose \(M\)-inverse of a matrix (Q2499366)
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English | Recursive determination of the generalized Moore-Penrose \(M\)-inverse of a matrix |
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Recursive determination of the generalized Moore-Penrose \(M\)-inverse of a matrix (English)
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14 August 2006
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The authors derive recursive relations for the computation of the generalized Moore-Penrose \(M\)-inverse of a matrix, when \(M\) is symmetric and positive definite. The relations are obtained for both one row and one column splitting, respectively.
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recursive formulas
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least squares problems
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