Corpus ID: 1019699

Fast Computation of Moore-Penrose Inverse Matrices

@article{Courrieu2005FastCO,
  title={Fast Computation of Moore-Penrose Inverse Matrices},
  author={Pierre Courrieu},
  journal={ArXiv},
  year={2005},
  volume={abs/0804.4809}
}
  • Pierre Courrieu
  • Published in ArXiv 2005
  • Computer Science
  • Many neural learning algorithms require to solve large least square systems in order to obtain synaptic weights. Moore-Penrose inverse matrices allow for solving such systems, even with rank deficiency, and they provide minimum-norm vectors of synaptic weights, which contribute to the regularization of the input-output mapping. It is thus of interest to develop fast and accurate algorithms for computing Moore-Penrose inverse matrices. In this paper, an algorithm based on a full rank Cholesky… CONTINUE READING

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