TY - JOUR T1 - A Recursive Algorithm for Computing the Weighted Moore-Penrose Inverse $A^+_{MN}$ JO - Journal of Computational Mathematics VL - 1 SP - 74 EP - 85 PY - 1986 DA - 1986/04 SN - 4 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9569.html KW - AB -

In this paper, we give a recursive algorithm for computing the weighted Moore-Penrose inverse $A^+_{MN}$. This method is a generalization of Greville's method for computing Moore-Penrose inverse $A^+$, and the technique of its proof is new. This method suits the weighted least-squares problem.