Iterative methods with different rates of convergence for calculating weighted pseudoinverse matrices and weighted normal pseudosolutions with positive definite weights

DOI10.1007/S10559-005-0003-1MaRDI QIDQ2574237zbMATH OpenOpenAlexFDO

Authors E. F. Galba, V. S. Deineka, I. V. Sergienko

Publication date 18 November 2005

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

Full work available at URL https://doi.org/10.1007/s10559-005-0003-1

zbMATH Keywords

convergenceerror boundsiterative methodsleast squares with constraintsweighted normal pseudo-solutionsweighted pseudoinverse

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

The paper is devoted to the development and analysis of iterative methods for approximating weighted pseudoinverse matrices and weighted normal pseudosolutions with positive definite weights, with different rates of convergence. The properties of symmetrizable and weighted pseudoinverse matrices are under consideration. An expansion of weighted pseudoinverse matrices into infinite matrix power products is presented and analyzed. Expansions of such matrices into infinite matrix power products are obtained, including symmetric and symmetrizable matrices and inverse matrices. Expansions of two types are constructed: with the parameters calculated based on weighted singular numbers and without parameters. A number of matrix identities are obtained. Next, iterative processes of various orders of the rate of convergence for calculation of weighted pseudoinverse matrices with positive definite weights are proposed and analyzed. Emphasis is on the rate of convergence of iterative processes, which is determined based on an estimate of the decreasing error of the problem solution, depending on the fixed number of steps of the iterative process. Iterative processes with a quadratic rate of convergence for calculation of weighted normal pseudosolutions with positive definite weights are proposed and analyzed. The solution errors as a function of the number of steps of the iterative process are estimated. Iterative processes for calculation of weighted normal pseudosolutions are used for iterative solution of the least squares problems with constraints and for obtaining an L-pseudosolution (an Lg-pseudosolution, or a coupled normal pseudosolution).

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Cited in

(7)

• Iterative methods to compute weighted normal pseudosolutions with positive definite weights
• 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 method for calculation of weighted pseudoinverse matrices with mixed weights on the basis of their decompositions into matrix power series
• 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
• Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. II. singular weights

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