Compact Schemes for $A^+B$, $A^+AB$ and $AA^+B$
Marc Stromberg

TL;DR
This paper introduces efficient, storage-minimizing methods for computing matrix expressions involving Moore-Penrose pseudoinverses, specifically for $A^+B$, $A^+AB$, and $AA^+B$, using only original matrix storage and simple indexing.
Contribution
It provides explicit, compact schemes for calculating these matrix expressions without additional memory allocation, enhancing computational efficiency.
Findings
Methods require only original matrix storage and simple indexing.
Explicit formulas for $A^+B$, $A^+AB$, and $AA^+B$ are derived.
Appropriate for matrices of any nonzero size.
Abstract
Explicit details are presented for calculation of , and where is any nonzero matrix, is the Moore-Penrose pseudoinverse of and is any matrix of appropriate dimensions, where the quantities in question are found using only the storage originally allocated to the matrices and (together with some simple one dimensional indexing arrays).
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Taxonomy
TopicsHolomorphic and Operator Theory · Random Matrices and Applications · Matrix Theory and Algorithms
