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Recursive Formulas for the Generalized LM-Inverse of a Matrix
Authors:F E Udwadia  P Phohomsiri
Institution:(1) Civil Engineering, Mathematics, and Information and Operation Management, University of Southern California, Los Angeles, California, USA;(2) Aerospace and Mechanical Engineering, University of Southern California, Los Angeles, California, USA
Abstract:In this paper, we present recursive formulas for the sequential determination of the generalized LM-inverse of a general matrix. The formulas are developed for a matrix augmented by a column. These formulas are particularized to obtain also recursive relations for the generalized L-inverse of a general matrix augmented by a column.
Keywords:Generalized inverse  generalized LM-inverse  recursive formulas  least squares problem
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