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Recursive Determination of the Generalized Moore–Penrose M-Inverse of a Matrix

Author

Listed:
  • F. E. Udwadia

    (University of Southern California)

  • P. Phohomsiri

    (University of Southern California)

Abstract

In this paper, we obtain recursive relations for the determination of the generalized Moore–Penrose M-inverse of a matrix. We develop separate relations for situations when a rectangular matrix is augmented by a row vector and when such a matrix is augmented by a column vector.

Suggested Citation

  • F. E. Udwadia & P. Phohomsiri, 2005. "Recursive Determination of the Generalized Moore–Penrose M-Inverse of a Matrix," Journal of Optimization Theory and Applications, Springer, vol. 127(3), pages 639-663, December.
    • Handle: RePEc:spr:joptap:v:127:y:2005:i:3:d:10.1007_s10957-005-7508-7
    DOI: 10.1007/s10957-005-7508-7
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    Cited by:

    1. K. Ramanathan & K. C. Sivakumar, 2009. "Nonnegative Moore-Penrose Inverse of Gram Matrices in an Indefinite Inner Product Space," Journal of Optimization Theory and Applications, Springer, vol. 140(1), pages 189-196, January.
    2. T. Kurmayya & K. C. Sivakumar, 2008. "Moore-Penrose Inverse of a Gram Matrix and Its Nonnegativity," Journal of Optimization Theory and Applications, Springer, vol. 139(1), pages 201-207, October.

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