In this paper we use the Moore-Penrose inverse in the case of a close to singular and ill-conditioned, or singular variance-covariance matrix, in the classic Portfolio Selection Problem. In this way the possible singularity of the variance-covariance matrix is tackled in an efficient way so that the various application of the Problem to benefit from the numerical tractability of the Moore-Penro...

This paper presents a recursive procedure to compute the Moore-Penrose inverse of a matrix A. The method is based on the expression for the Moore-Penrose inverse of rank-one modified matrix. The computational complexity of the method is analyzed and a numerical example is included. A variant of the algorithm with lower computational complexity is also proposed. Both algorithms are tested on ran...

The goal of this paper is to present an accelerated iterative method for computing weighted Moore–Penrose inverse. Analysis of convergence is included to show that the proposed scheme has sixth-order convergence. Using a proper initial matrix, a sequence of iterates will be produced, which is convergent to the weighted Moore–Penrose inverse. Numerical experiments are reported to show the effici...

In this paper, a link between the Hyers–Ulam stability and the Moore–Penrose inverse is established, that is, a closed operator has the Hyers–Ulam stability if and only if it has a bounded Moore–Penrose inverse. Meanwhile, the stability constant can be determined in terms of the Moore– Penrose inverse. Based on this result, some conditions for the perturbed operators having the Hyers– Ulam stab...

This paper deals with the existence of various types dual generalized inverses matrices. New and foundational results on necessary sufficient conditions for to exist are obtained. It is shown that unlike real matrices, matrices may not have {1}-dual inverses. A condition a matrix inverse always has {1}-, {1,3}-, {1,4}-, {1,2,3}-, {1,2,4}-dual if only it every {2}- {2,4}-dual inverse. Explicit e...

In this paper we exhibit, under suitable conditions, a neat relationship between the Moore–Penrose generalized inverse of a sum of two matrices and the Moore–Penrose generalized inverses of the individual terms. We include an application to the parallel sum of matrices. AMS 1991 subject classifications. Primary 15A09; secondary 15A18.

In this paper, we consider the ranks of four real matrices Gi(i = 0, 1, 2, 3) in M†, where M = M0 +M1i+M2j+M3k is an arbitrary quaternion matrix, and M† = G0 + G1i + G2j + G3k is the Moore-Penrose inverse of M . Similarly, the ranks of four real matrices in Drazin inverse of a quaternion matrix are also presented. As applications, the necessary and sufficient conditions for M† is pure real or p...