Skip to main content
Log in

Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. II. Singular weights

  • Systems Analysis
  • Published:
Cybernetics and Systems Analysis Aims and scope

Abstract

The paper reviews studies on the representations and expansions of weighted pseudoinverse matrices with positive semidefinite weights and on the construction of iterative methods and regularized problems for the calculation of weighted pseudoinverses and weighted normal pseudosolutions based on these representations and expansions. The use of these methods to solve constrained least squares problems is examined.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. I. V. Sergienko, E. F. Galba, and V. S. Deineka, “Representations and expansions of weighted pseudoinverse matrices, iterative methods and problem regularization. Pt. 1. Positive definite weights,” Cybern. Syst. Analysis, 44, No. 1, 36–55 (2008).

    Article  MATH  MathSciNet  Google Scholar 

  2. J. F. Ward, T. L. Boullion, and T. O. Lewis, “Weighted pseudoinverses with singular weights,” SIAM J. Appl. Math., 21, No. 3, 480–482 (1971).

    Article  MATH  MathSciNet  Google Scholar 

  3. S. K. Mitra and C. R. Rao, “Projections under seminorms and generalized Moore-Penrose inverses,” Linear Algebra Appl., 9, 155–167 (1974).

    Article  MATH  MathSciNet  Google Scholar 

  4. L. Elden, “Perturbation theory for the least squares problem with linear equality constraints,” SIAM J. Numer. Anal., 17, No. 3, 338–350 (1980).

    Article  MATH  MathSciNet  Google Scholar 

  5. L. Elden, “A weighted pseudoinverse generalized singular values and constrained least squares problems,” BIT, 22, No. 4, 487–502 (1982).

    Article  MATH  MathSciNet  Google Scholar 

  6. E. H. Moore, “On the reciprocal of the general algebraic matrix,” Abstract. Bull. Amer. Math. Soc., 26, 394–395 (1920).

    Google Scholar 

  7. R. Penrose, “A generalized inverse for matrices,” Proc. Cambridge Phil. Soc., 51, No. 3, 406–413 (1955).

    Article  MATH  MathSciNet  Google Scholar 

  8. A. Albert, Regression, Pseudoinversion, and Recurrent Estimation [Russian translation], Nauka, Moscow (1977).

    Google Scholar 

  9. E. F. Galba, I. N. Molchanov, and V. V. Skopetskii, “Methods of computing weighted pseudoinverse matrices with singular weights,” Cybern. Syst. Analysis, 35, No. 5, 814–831 (1999).

    Article  MATH  MathSciNet  Google Scholar 

  10. E. F. Galba, V. S. Deineka, and I. V. Sergienko, “Limit representations of weighted pseudoinverses with singular weights and the regularization of problems,” Comput. Math. Math. Physics, 44, No. 11, 1833–1850 (2004).

    MathSciNet  Google Scholar 

  11. E. F. Galba, “Iterative methods for computing weighted minimum-length least squares solution with a singular weight matrix,” Comput. Math. Math. Physics, 39, No. 6, 848–861 (1999).

    MATH  MathSciNet  Google Scholar 

  12. P. Lancaster and P. Rozsa, “Eigenvectors of H-self-adjoint matrices,” Z. Angew. Math. Mech., 64, No. 9, 439–441 (1984).

    Article  MATH  MathSciNet  Google Scholar 

  13. Kh. D. Ikramov, “Algebraic properties of classes of pseudo-permutable and H-self-adjoint matrices,” Zh. Vych. Mat. Mat. Fiz., 32, No. 8, 155–169 (1992).

    MathSciNet  Google Scholar 

  14. E. F. Galba, V. S. Deineka, and I. V. Sergienko, “Fast convergent iterative methods for the computation of weighted pseudoinverses and weighted normal pseudosolutions with singular weights,” Comput. Math. Math. Physics, 45, No. 10, 1667–1690 (2005).

    MathSciNet  Google Scholar 

  15. I. V. Sergienko, E. F. Galba, and V. S. Deineka, “Expansion of weighted pseudoinverse matrices with singular weights into matrix power products and iteration methods,” Ukr. Math. J., 59, No. 9, 1417–1440 (2007).

    Article  MathSciNet  Google Scholar 

  16. E. F. Galba, “Weighted pseudoinversion of matrices with singular weights,” Ukr. Math. J., 46, No. 10, 1457–1462 (1994).

    Article  MathSciNet  Google Scholar 

  17. P. Lancaster, Theory of Matrices, Acad. Press, New York (1969).

    MATH  Google Scholar 

  18. I. V. Sergienko, E. F. Galba, and V. S. Deineka, “Series expansion of weighted pseudoinverse matrices and iterative methods for calculating weighted pseudoinverse matrices and weighted normal pseudosolutions,” Cybern. Syst. Analysis, 42, No. 1, 28–53 (2006).

    Article  MATH  MathSciNet  Google Scholar 

  19. E. F. Galba, V. S. Deineka, and I. V. Sergienko, “Expansions and polynomial limit representations of the weighted pseudoinverse matrices,” Zh. Vych. Mat. Mat. Fiz., 47, No. 5, 747–766 (2007).

    MATH  MathSciNet  Google Scholar 

  20. I. V. Sergienko, E. F. Galba, and V. S. Deineka, “Expansion of weighted pseudoinverse matrices in matrix power products,” Ukr. Math. J., 56, No. 11, 1828–1848 (2004).

    Article  MathSciNet  Google Scholar 

  21. I. V. Sergienko, E. F. Galba, and V. S. Deineka, “Expansion of weighted pseudoinverse matrices with positive definite weights into matrix power products. Iterative methods,” Cybern. Syst. Analysis, 43, No. 1, 34–49 (2007).

    Article  MATH  MathSciNet  Google Scholar 

  22. I. V. Sergienko, E. F. Galba, and V. S. Deineka, “Iterative methods with different rates of convergence for calculating weighted pseudoinverse matrices and weighted normal pseudosolutions with positive definite weights,” Cybern. Syst. Analysis, 40, No. 5, 643–664 (2004).

    Article  MATH  MathSciNet  Google Scholar 

  23. E. F. Galba, “Weighted singular value decomposition and weighted pseudoinversion of matrices,” Ukr. Mat. Zh., 48, No. 10, 1426–1430 (1996).

    Article  MathSciNet  Google Scholar 

  24. E. F. Galba, “Iterative methods to compute weighted pseudoinverse matrix,” Zh. Vych. Mat. Mat. Fiz., 36, No. 6, 28–39 (1996).

    MathSciNet  Google Scholar 

  25. R. A. Horn and C. R. Johnson, Matrix Analysis, Cambridge Univ. Press (1985).

  26. C. L. Lawson and R. J. Henson, Solving Least Squares Problems, Prentice-Hall, Englewood Cliffs, NJ (1974).

    MATH  Google Scholar 

  27. I. V. Sergienko, E. F. Galba, and V. S. Deineka, “Limiting representations of weighted pseudoinverse matrices with positive definite weights. Problem regularization,” Cybern. Syst. Analysis, 39, No. 6, 816–830 (2003).

    Article  MATH  MathSciNet  Google Scholar 

  28. G. M. Vainikko and A. Yu. Veretennikov, Iterative Procedures in Ill-Posed Problems [in Russian], Nauka, Moscow (1986).

    Google Scholar 

  29. E. V. Arkharov and R. A. Shafiev, “Regularization methods for the constrained pseudoinversion problem with inaccurate data,” Comput. Math. Math. Physics, 43, No. 3, 331–337 (2003).

    MathSciNet  Google Scholar 

  30. V. E. Uvarov and R. A. Shafiev, “An iterative regularization method for the 2-constrained pseudoinversion of an operator equation,” Comput. Math. Math. Physics, 46, No. 10, 1651–1659 (2006).

    Article  MathSciNet  Google Scholar 

  31. Y. Censor, D. Gordon, and R. Gordon, “Component averaging: an efficient iterative parallel algorithm for large and sparse unstructured problems,” Parallel Comput., 27, No. 6, 777–808 (2001).

    Article  MATH  MathSciNet  Google Scholar 

  32. Y. Censor, D. Gordon, and R. Gordon, “BICAV: an inherently parallel algorithm for sparse systems with pixel-dependent weighting,” IEEE Trans. Medical Imaging, 20, 1050–1060 (2001).

    Article  Google Scholar 

  33. Y. Censor and T. Elfving, “Block-iterative algorithms with diagonally skaled oblique projections for the linear feasibility problem,” SIAM J. Matrix Anal. Appl., 24, No. 1, 40–58 (2002).

    Article  MATH  MathSciNet  Google Scholar 

  34. Y. Censor and T. Elfving, “Iterative algorithms with seminorm-induced oblique projections,” Abstr. Appl. Anal., No. 7, 387–406 (2003).

  35. E. F. Galba, “Representing weighted pseudoinverse matrix in terms of other pseudoinverse matrices,” Dop. NAN Ukr., No. 4, 12–17 (1997).

  36. O. Vaarmann, Generalized Inverse Mappings [in Russian], Valgus, Tallinn (1988).

    Google Scholar 

  37. V. A. Morozov, Regular Methods of Solving Ill-Posed Problems [in Russian], Nauka, Moscow (1987).

    Google Scholar 

  38. V. I. Meleshko, “Applying recurrent optimal estimates with pseudoinversion in identification problems,” Avtom. Telemekh., No. 9, 79–89 (1978).

    Google Scholar 

  39. G. W. Stewart, “On the weighting method for least squares problems with linear equality constraints,” BIT, 37, 961–967 (1997).

    Article  MATH  MathSciNet  Google Scholar 

  40. C. Van Loan, “On the method of weighting for equality-constrained least-squares problems,” SIAM J. Numer. Anal., 22, No. 5, 851–864 (1985).

    Article  MATH  MathSciNet  Google Scholar 

  41. Kh. D. Ikramov and M. far Matin, “On computer-algebra procedures for linear least squares problems with linear equality constraints,” Comput. Math. Math. Physics, 44, No. 2, 190–196 (2004).

    Google Scholar 

  42. G. H. Golub, “Some modified eigenvalue problems,” SIAM Rev., 15, No. 2, 318–334 (1973).

    Article  MATH  MathSciNet  Google Scholar 

  43. G. H. Golub V. von Matt, “Quadratically constrained least squares and quadratic problems,” Numer. Math., 59, No. 6, 561–580 (1991).

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to I. V. Sergienko.

Additional information

Continued from Cybernetics and Systems Analysis, 44, No. 1, 36–55 (2008).

__________

Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 75–102, May–June 2008.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sergienko, I.V., Galba, E.F. & Deineka, V.S. Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. II. Singular weights. Cybern Syst Anal 44, 375–396 (2008). https://doi.org/10.1007/s10559-008-9004-1

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10559-008-9004-1

Keywords

Navigation