On computing sparse generalized inverses

被引:0
|
作者
Ponte, Gabriel [1 ,2 ]
Fampa, Marcia [2 ]
Lee, Jon [1 ]
Xu, Luze [3 ]
机构
[1] Univ Michigan, Ann Arbor, MI 48109 USA
[2] Univ Fed Rio de Janeiro, Rio De Janeiro, Brazil
[3] Univ Calif Davis, Davis, CA USA
基金
美国国家科学基金会;
关键词
Moore-Penrose pseudoinverse; Generalized inverse; Sparse optimization; Norm minimization; Least squares; Linear program;
D O I
10.1016/j.orl.2023.107058
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The M-P (Moore-Penrose) pseudoinverse is used in several linear-algebra applications. It is convenient to construct sparse block-structured matrices satisfying some relevant properties of the M-P pseudoinverse for specific applications. Aiming at row-sparse generalized inverses, we consider 2,1-norm minimization (and generalizations). We show that a 2,1-norm minimizing generalized inverse satisfies two additional M-P properties, including one needed for computing least-squares solutions. We present formulations related to finding row-sparse generalized inverses that can be solved very efficiently, which we verify numerically.(c) 2023 Elsevier B.V. All rights reserved.
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页数:6
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