Block matrix pseudoinverse: Difference between revisions

Revision as of 08:52, 14 June 2010

Revision as of 18:18, 9 December 2010

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{{references}}

'''Block matrix pseudoinverse''' is a formula of [[pseudoinverse]] of a [[partitioned matrix]]. This is useful for decomposing or approximating many algorithms updating parameters in [[signal processing]], which are based on [[least squares]] method.

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The pseudoinverse requires ''(n+p)''-square matrix inversion.

To reduce complexity and introduce parallelism, we derive the following decomposed formula{{citation needed}}.

From a block matrix inverse<math> \mathbf ([\mathbf A, \mathbf B]^T [\mathbf A, \mathbf B])^{-1}</math>, we can have

:<math>