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The well-known M-P (Moore-Penrose) pseudoinverse is used in several linear-algebra applications; for example, to compute least-squares solutions of inconsistent systems of linear equations. Irrespective of whether a given matrix is sparse,…

最优化与控制 · 数学 2021-08-23 Marcia Fampa , Jon Lee , Gabriel Ponte , Luze Xu

The well-known M-P (Moore-Penrose) pseudoinverse is used in several linear-algebra applications; for example, to compute least-squares solutions of inconsistent systems of linear equations. It is uniquely characterized by four properties,…

最优化与控制 · 数学 2023-09-21 Gabriel Ponte , Marcia Fampa , Jon Lee , Luze Xu

Generalized inverses are important in statistics and other areas of applied matrix algebra. A \emph{generalized inverse} of a real matrix $A$ is a matrix $H$ that satisfies the Moore-Penrose (M-P) property $AHA=A$. If $H$ also satisfies the…

最优化与控制 · 数学 2020-10-23 Luze Xu , Marcia Fampa , Jon Lee

Fundamental in matrix algebra and its applications, a \emph{generalized inverse} of a real matrix $A$ is a matrix $H$ that satisfies the Moore-Penrose (M-P) property $AHA=A$. If $H$ also satisfies the additional useful M-P property,…

最优化与控制 · 数学 2020-10-22 Luze Xu , Marcia Fampa , Jon Lee , Gabriel Ponte

This is the first paper of a two-long series in which we study linear generalized inverses that minimize matrix norms. Such generalized inverses are famously represented by the Moore-Penrose pseudoinverse (MPP) which happens to minimize the…

信息论 · 计算机科学 2017-07-14 Ivan Dokmanić , Rémi Gribonval

Generalized inverses play a fundamental role in numerical linear algebra, particularly when matrices are rectangular, singular, or rank deficient. Even when the input matrix is sparse, generalized inverses such as the M-P pseudoinverse are…

最优化与控制 · 数学 2026-05-27 Ananias Machado , Marcia Fampa , Jon Lee

We present several algorithms aimed at constructing sparse and structured sparse (row-sparse) generalized inverses, with application to the efficient computation of least-squares solutions, for inconsistent systems of linear equations, in…

最优化与控制 · 数学 2025-07-09 Gabriel Ponte , Marcia Fampa , Jon Lee , Luze Xu

This is the second part of a two-paper series on generalized inverses that minimize matrix norms. In Part II we focus on generalized inverses that are minimizers of entrywise p norms whose main representative is the sparse pseudoinverse for…

信息论 · 计算机科学 2017-07-14 Ivan Dokmanić , Rémi Gribonval

Pseudoinverses are ubiquitous tools for handling over- and under-determined systems of equations. For computational efficiency, sparse pseudoinverses are desirable. Recently, sparse left and right pseudoinverses were introduced, using…

数值分析 · 数学 2016-06-23 Victor K. Fuentes , Marcia Fampa , Jon Lee

We study sparse generalized inverses $H$ of a rank-$r$ real matrix $A$. We give a construction for reflexive generalized inverses having at most $r^2$ nonzeros. For $r=1$ and for $r=2$ with $A$ nonnegative, we demonstrate how to minimize…

最优化与控制 · 数学 2018-10-02 Marcia Fampa , Jon Lee

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

数值分析 · 数学 2016-07-06 Namgil Lee , Andrzej Cichocki

Many practical problems can be formulated as l0-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative solutions to underdetermined linear systems. Recent study indicates that l1-minimization is efficient…

最优化与控制 · 数学 2013-12-17 Yun-Bin Zhao

Recently, $l_{2,1}$ matrix norm has been widely applied to many areas such as computer vision, pattern recognition, biological study and etc. As an extension of $l_1$ vector norm, the mixed $l_{2,1}$ matrix norm is often used to find…

机器学习 · 计算机科学 2013-03-19 Liping Wang , Songcan Chen

We investigate the Moore-Penrose pseudoinverse and generalized inverse of a matrix product $A=CR$ to establish a unifying framework for generalized and randomized matrix inverses. This analysis is rooted in first principles, focusing on the…

数值分析 · 数学 2026-02-03 Michał P. Karpowicz , Gilbert Strang

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

数值分析 · 计算机科学 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

We derive new explicit expressions for the components of Moore-Penrose inverses of symmetric difference matrices. These generalized inverses are applied in a new regularization approach for scattered data interpolation based on partial…

数值分析 · 数学 2016-10-03 Gerlind Plonka , Sebastian Hoffmann , Joachim Weickert

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

机器学习 · 统计学 2024-03-07 Xiao Ling , Paul Brooks

Motivated by $\ell_p$-optimization arising from sparse optimization, high dimensional data analytics and statistics, this paper studies sparse properties of a wide range of $p$-norm based optimization problems with $p > 1$, including…

最优化与控制 · 数学 2017-08-22 Jinglai Shen , Seyedahmad Mousavi

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

多智能体系统 · 计算机科学 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

数值分析 · 数学 2019-05-02 Robert M. Gower , Peter Richtárik
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