TECHNICAL NOTES AND SHORT PAPERS On Optimal Alternating Direction Parameters

نویسنده

  • J. Spanier
چکیده

The iterative process, Xn+i = X„i2I — AX„), for computing A-1, is generalized to obtain the generalized inverse. An iterative method for inverting a matrix, due to Schulz [1], is based on the convergence of the sequence of matrices, defined recursively by (1) Xn+x = X„i21 AX«) (n 0, 1, • • ■ ) to the inverse A~l of A, whenever X0 approximates A"1. In this note the process ( 1 ) is generalized to yield a sequence of matrices converging to A +, the generalized inverse of A [2\. Let A denote an m X n complex matrix, A its conjugate transpose, Pru) the perpendicular projection of Em on the range of A, Pru') the perpendicular projection of En on the range of A*, and A+ the generalized inverse of A. Theorem. The sequence of matrices defined by (2) X.+i = X.(2P.u) AX.) ■ (« = 0, 1, •••), Received November 9, 1964. License or copyright restrictions may apply to redistribution; see http://www.ams.org/journal-terms-of-use

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تاریخ انتشار 2010