Article ID Journal Published Year Pages File Type
6416071 Linear Algebra and its Applications 2016 19 Pages PDF
Abstract

We present a stability analysis of Gohberg-Semencul-Trench type formulae for the Moore-Penrose and group inverses of singular Toeplitz matrices. We develop a fast algorithm for the computation of the Moore-Penrose inverse based on a Gohberg-Semencul-Trench type formula and the LSQR method. For the group inverse, the DGMRES method is used to perform the fast computation. Numerical tests show that the fast algorithms designed here are at least as good as the known Newton iteration.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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