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

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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.

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Authors and Affiliations

  1. Professor of Aerospace and Mechanical Engineering, Civil Engineering, Mathematics, and Information and Operation Management, University of Southern California, Los Angeles, California

    F. E. Udwadia

  2. Postdoctoral Research Associate, Aerospace and Mechanical Engineering, University of Southern California, Los Angeles, California

    P. Phohomsiri

Authors
  1. F. E. Udwadia
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  2. P. Phohomsiri
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Udwadia, F.E., Phohomsiri, P. Recursive Determination of the Generalized Moore–Penrose M-Inverse of a Matrix. J Optim Theory Appl 127, 639–663 (2005). https://doi.org/10.1007/s10957-005-7508-7

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  • DOI: https://doi.org/10.1007/s10957-005-7508-7

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