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Numerical algorithms for the Moore-Penrose inverse of a matrix: Direct methods

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Summary

Direct methods for computing the Moore-Penrose inverse of a matrix are surveyed, classified and tested. It is observed that the algorithms using matrix decompositions or bordered matrices are numerically more stable.

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Authors
  1. Nobuo Shinozaki
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  2. Masaaki Sibuya
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  3. Kunio Tanabe
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Shinozaki, N., Sibuya, M. & Tanabe, K. Numerical algorithms for the Moore-Penrose inverse of a matrix: Direct methods. Ann Inst Stat Math 24, 193–203 (1972). https://doi.org/10.1007/BF02479751

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  • DOI: https://doi.org/10.1007/BF02479751

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