Improved Qrginv Algorithm for Computing Moore-Penrose Inverse Matrices

Abstract

Katsikis et al. presented a computational method in order to calculate the Moore-Penrose inverse of an arbitrary matrix (including singular and rectangular) (2011). In this paper, an improved version of this method is presented for computing the pseudo inverse of an <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M1"><mml:mi>m</mml:mi><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:math> real matrix A with rank <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M2"><mml:mi>r</mml:mi><mml:mo>&gt;</mml:mo><mml:mn>0</mml:mn></mml:math>. Numerical experiments show that the resulting pseudoinverse matrix is reasonably accurate and its computation time is significantly less than that obtained by Katsikis et al.