An accelerated iterative method for computing weighted Moore–Penrose inverse

The goal of this paper is to present an accelerated iterative method for computing weighted Moore–Penrose inverse. Analysis of convergence is included to show that the proposed scheme has sixth-order convergence. Using a proper initial matrix, a sequence of iterates will be produced, which is convergent to the weighted Moore–Penrose inverse. Numerical experiments are reported to show the efficiency of the new method.