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Expansion of weighted pseudoinverse matrices with positive definite weights into matrix power products. Iterative methods

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Abstract

Weighted pseudoinverse matrices with positive definite weights are expanded into matrix power products with negative exponents and arbitrary positive parameters. These expansions are used to develop and analyze iterative methods for evaluating weighted pseudoinverse matrices and weighted normal pseudosolutions and solving constrained least-squares problems.

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Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 45–64, January–February 2007.

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Sergienko, I.V., Galba, E.F. & Deineka, V.S. Expansion of weighted pseudoinverse matrices with positive definite weights into matrix power products. Iterative methods. Cybern Syst Anal 43, 34–49 (2007). https://doi.org/10.1007/s10559-007-0024-z

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