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Recursive Formulas for the Generalized LM-Inverse of a Matrix

Author

Listed:
  • F. E. Udwadia

    (University of Southern California)

  • P. Phohomsiri

    (University of Southern California)

Abstract

In this paper, we present recursive formulas for the sequential determination of the generalized LM-inverse of a general matrix. The formulas are developed for a matrix augmented by a column. These formulas are particularized to obtain also recursive relations for the generalized L-inverse of a general matrix augmented by a column.

Suggested Citation

  • F. E. Udwadia & P. Phohomsiri, 2006. "Recursive Formulas for the Generalized LM-Inverse of a Matrix," Journal of Optimization Theory and Applications, Springer, vol. 131(1), pages 1-16, October.
    • Handle: RePEc:spr:joptap:v:131:y:2006:i:1:d:10.1007_s10957-006-9132-6
    DOI: 10.1007/s10957-006-9132-6
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    References listed on IDEAS

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    1. P. Phohomsiri, 2005. "On the Extrema of Linear Least-Squares Problems," Journal of Optimization Theory and Applications, Springer, vol. 127(3), pages 665-669, December.
    2. F.E. Udwadia & R.E. Kalaba, 2003. "Sequential Determination of the {1, 4}-Inverse of a Matrix," Journal of Optimization Theory and Applications, Springer, vol. 117(1), pages 1-7, April.
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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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