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Methods for Computing Weighted Pseudoinverses and Weighted Normal Pseudosolutions with Singular Weights

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Abstract

The paper surveys articles that construct and investigate direct and iterative methods for computing weighted pseudoinverses and weighted normal pseudosolutions with singular weights. The methods considered in the paper are mainly constructed based on the authors’ articles devoted to the development of the theory of weighted pseudoinversion aimed at investigating the characteristics of both weighted pseudoinverses and weighted normal pseudosolutions with singular weights. The paper uses the following results obtained and investigated by the authors: expansions of weighted pseudoinverses into matrix power series and products, limit representations of such matrices, and determination of decompositions of weighted pseudoinverses based on weighted singular value decompositions of matrices with singular weights.

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Correspondence to E. F. Galba.

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Translated from Kibernetika i Sistemnyi Analiz, No. 3, May–June, 2018, pp. 65–93.

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Galba, E.F., Sergienko, I.V. Methods for Computing Weighted Pseudoinverses and Weighted Normal Pseudosolutions with Singular Weights. Cybern Syst Anal 54, 398–422 (2018). https://doi.org/10.1007/s10559-018-0042-z

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