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Recursive Determination of the Generalized Moore–Penrose M-Inverse of a Matrix
Authors:F. E. Udwadia  P. Phohomsiri
Affiliation:(1) Professor of Aerospace and Mechanical Engineering, Civil Engineering, Mathematics, and Information and Operation Management, University of Southern California, Los Angeles, California;(2) Postdoctoral Research Associate, Aerospace and Mechanical Engineering, University of Southern California, Los Angeles, California
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.
Keywords:Generalized inverse  Moore–  Penrose M-inverse  recursive formulas  least squares problems
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