A new method for computing Moore-Penrose inverse matrices

  • Authors:
  • F. Toutounian;A. Ataei

  • Affiliations:
  • Department of Math., Ferdowsi University of Mashhad, P.O. Box. 1159-91775, Mashhad, Iran;Department of Math., Ferdowsi University of Mashhad, P.O. Box. 1159-91775, Mashhad, Iran

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

The Moore-Penrose inverse of an arbitrary matrix (including singular and rectangular) has many applications in statistics, prediction theory, control system analysis, curve fitting and numerical analysis. In this paper, an algorithm based on the conjugate Gram-Schmidt process and the Moore-Penrose inverse of partitioned matrices is proposed for computing the pseudoinverse of an mxn real matrix A with m=n and rank r@?n. Numerical experiments show that the resulting pseudoinverse matrix is reasonably accurate and its computation time is significantly less than that of pseudoinverses obtained by the other methods for large sparse matrices.