THE problem of ‘inverting’ singular matrices is by no means uncommon in statistical analysis. Rao 1 has shown in a lemma that a generalized inverse (g-inverse) always exists, although in the case of a ...

Abstract. In this paper, an iterative method is presented to solve the linear matrix equation AXB = C over the generalized reflexive (or anti-reflexive) matrix X (A ∈ Rp×n; B ∈ Rm×q, C ∈ Rp×q, X ∈ ...

Some years ago the author defined a pseudo inverse of a singular matrix and used it in representing a solution of normal equations and for obtaining variances and covariances of estimates in the ...

Dozens of machine learning algorithms require computing the inverse of a matrix. Computing a matrix inverse is conceptually easy, but implementation is one of the most challenging tasks in numerical ...