On the convergence of an iterative method for the computation of generalized inverse and associated projections †
Naresh N. Gupta · International Journal of Systems Science · 1971
An iterative method, with convergence of any desired finite order, for computing the generalized inverse A + and the associated projections AA + and A + A for any matrix A is developed. The method uses an upper bound on the maximum eigen-value of AAast; (or A∗A). It is also shown that the trace of a sequence of approximations to AA + (or A + A) converges to the rank of A. Finally, examples are given illustrating the computation of the generalized inverse and rank.