Iterative methods to compute weighted normal pseudosolutions with positive definite weights

DOI10.1007/BF02742074MaRDI QIDQ1280950zbMATH OpenFDO

Authors E. F. Galba

Publication date 5 May 1999

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02742074

zbMATH Keywords

convergenceiterative methodsleast squares solutionpseudoinverse matrixpseudosolutionweighted normal pseudosolution

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

Two iterative methods to compute the weighted normal pseudosolution for a linear system with an arbitrary rectangular real matrix are constructed and proved that the convergence is linear. The first process requires finding the maximum and minimum nonzero eigenvalue of a symmetrizable positive semidefinite matrix. The second process requires inverting a symmetrizable positive matrix.

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Cites work

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Cited in

(5)

• Expansion of weighted pseudoinverse matrices with positive definite weights into matrix power products. iterative methods
• Series expansion of weighted pseudoinverse matrices and iterative methods for calculating weighted pseudoinverse matrices and weighted normal pseudosolutions
• Iterative methods with different rates of convergence for calculating weighted pseudoinverse matrices and weighted normal pseudosolutions with positive definite weights
• Fast convergent iterative methods for the computation of weighted pseudoinverse matrices and weighted normal pseudosolutions with singular weights
• Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights

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