Variants of the Greville Formula with Applications to Exact Recursive Least Squares

Abstract

In this paper, we present an order-recursive formula for the pseudoinverse of a matrix. It is a variant of the well-known Greville [SIAM Rev., 2 (1960), pp. 578–619] formula. Three forms of the proposed formula are presented for three different matrix structures. Compared with the original Greville formula, the proposed formulas have certain merits. For… (More)
DOI: 10.1137/S0895479801388194

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