An interval extension of SMS method for computing weighted Moore-Penrose inverse (Q723553)
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English | An interval extension of SMS method for computing weighted Moore-Penrose inverse |
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An interval extension of SMS method for computing weighted Moore-Penrose inverse (English)
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24 July 2018
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The paper is concerned with the Successive Matrix Squaring (SMS) algorithm for computing the weighted Moore-Penrose inverse \(A^{+}_{M N}\). For full rank \(m \times n\) matrices \(A\), and Hermitian positive definite \(M\) and \(N\) the authors construct an interval arithmetic extension of the SMS iteration. This extension generates a sequence of complex interval matrices, each of them containing \(A^{+}_{M N}\). The authors prove convergence of the new method and show by numerical experiments its better stability compared with the classical SMS algorithm.
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weighted Moore-Penrose inverse
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successive matrix squaring method
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interval arithmetic
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interval iterative method
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order of convergence
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