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 m×n real matrix A with rank r>0. 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.