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The least squares problem and pseudo-inverses
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Mathematical ProgrammingNumerical AnalysisEngineeringSemidefinite ProgrammingMatrix TheoryNatural ExtentionsMatrix MethodRegularization (Mathematics)Approximation TheoryLow-rank ApproximationUniform StandpointInverse ProblemsComputer ScienceMatrix AnalysisLeast Squares ProblemEfficient MothodsSignal ProcessingMatrix FactorizationField Inversion
This paper presents a number of the most efficient mothods for computing the pseudo-inverse of an m × n matrix, developing them from a uniform standpoint. It shows that these are the natural extentions of the more common methods for inverting an n × n matrix.