×

Higher-order convergent iterative method for computing the generalized inverse and its application to Toeplitz matrices. (English) Zbl 1283.65032

Summary: The main aim of this paper is to provide a higher-order convergent iterative method in order to calculate the generalized inverse of a given matrix. We extend the iterative method proposed by W. Li and Z. Li [Appl. Math. Comput. 215, No. 9, 3433–3442 (2010; Zbl 1185.65057)] to compute the \(\{2\}\)-inverse, the generalized inverse \(A_{T,S}^{(2)}\), the \(\{2, 3\}\)-inverse and the \(\{2, 4\}\)-inverse. Moreover, we modify the iterative method to compute the generalized inverse \(A_{T,S}^{(2)}\) of Toeplitz matrices by using the displacement theory.

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F10 Iterative numerical methods for linear systems

Citations:

Zbl 1185.65057
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] Getson, A. J.; Hsuan, F. C., {2}-Inverses and Their Statistical Application (1988), Springer-Verlag: Springer-Verlag New York · Zbl 0671.62003
[2] Hsuan, F.; Lan, P.; Getson, A. J., The {2}-inverse with applications in statistics, Linear Algebra Appl., 70, 241-248 (1985) · Zbl 0584.62078
[3] Ben-Israel, A.; Greville, T. N.E., Generalized Inverse: Theory and Applications (2003), Springer: Springer New York · Zbl 1026.15004
[4] Nashed, M. Z., Generalized Inverses and Applications (1976), Academic Press: Academic Press New York · Zbl 0346.15001
[5] Nashed, M. Z.; Chen, X., Convergence of Newton-like methods for singular operator equations using outer inverses, Numer. Math., 66, 1, 235-257 (1993) · Zbl 0797.65047
[6] Zheng, B.; Bapat, R. B., Generalized inverse \(A_{T, S}^{(2)}\) and a rank equation, Appl. Math. Comput., 155, 407-415 (2004) · Zbl 1057.15008
[7] Chan, R.; Ng, M., Conjugate gradient methods for Toeplitz systems, SIAM Rev., 38, 427-482 (1996) · Zbl 0863.65013
[8] Kailath, T.; Sayed, A. H., Displacement structure: theory and applications, SIAM Rev., 37, 297-386 (1995) · Zbl 0839.65028
[9] Grenander, U.; Rosenblatt, M., Statistical Analysis of Stationary Time Series (1966), Wiley and Sons: Wiley and Sons NY
[10] Schulz, G., Iterative berechnung der reziproken matrix, Z. Angew. Math. Mech., 13, 57-59 (1933) · JFM 59.0535.04
[11] Pan, V. Y.; Schreiber, R., An improved Newton iteration for generalized inverse of a matrix with applications, SIAM J. Sci. Stat. Comput., 12, 1109-1131 (1991) · Zbl 0733.65023
[12] Li, W.; Li, Z., A family of iterative methods for computing the approximate inverse of a square matrix and inner inverse of a non-square matrix, Appl. Math. Comput., 215, 3433-3442 (2010) · Zbl 1185.65057
[13] Saberi Najafi, H.; Shams Solary, M., Computational algorithms for computing the inverse of a square matrix, quasi-inverse of a nonsquare matrix and block matrices, Appl. Math. Comput., 183, 539-550 (2006) · Zbl 1104.65309
[14] Wu, X., A note on computational algorithm for the inverse of a square matrix, Appl. Math. Comput., 187, 962-964 (2007) · Zbl 1121.65027
[15] Chen, H.; Wang, Y., A family of higher-order convergent iterative methods for computing the Moore-Penrose inverse, Appl. Math. Comput., 218, 4012-4016 (2011) · Zbl 1298.65068
[16] Wang, G.; Wei, Y.; Qiao, S., Generalized Inverses: Theory and Computations (2004), Scinece Press: Scinece Press Beijing
[17] Golub, G. H.; Van Loan, C. F., Matrix Computations (1996), Johns Hopkins University Press: Johns Hopkins University Press Baltimore and London, 341-352
[18] Saad, Y., Iterative Methods for Sparse Linear Systems (2003), Society for Industrial and Applied Mathematics: Society for Industrial and Applied Mathematics Philadelphia, PA · Zbl 1002.65042
[19] Kailath, T.; Kung, S. Y.; Morf, M., Displacement rank of matrices and linear equations, J. Math. Anal. Appl., 68, 395-407 (1979) · Zbl 0433.15001
[20] Miladinović, M.; Miljković, S.; Stanimirović, P., Modified SMS method for computing outer inverses of Toeplitz matrices, Appl. Math. Comput., 218, 3131-3143 (2011) · Zbl 1262.65052
[21] Bini, D. A.; Meini, B., Approximate displacement rank and applications, Structured Matrices in Mathematics, Computer Science, and Engineering, II, 281, 215-232 (1999) · Zbl 1004.65054
[23] Liu, X.; Zhou, G.; Yu, Y., Note on the iterative methods for computing the generalized inverse over Banach spaces, Numer. Linear Algebra Appl., 18, 775-787 (2011) · Zbl 1265.65067
[24] Li, Q.; Mo, Z.; Qi, L., Numerical Solution of Nonlinear Equations (1997), Science Press: Science Press Beijing, (in Chinese)
[25] Cai, J. F.; Ng, M. K.; Wei, Y., Modified Newtons algorithm for computing the group inverses of singular Toeplitz matrices, J. Comput. Math., 24, 647-656 (2006) · Zbl 1113.65035
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.