A revisitation of formulae for the Moore-Penrose inverse of modified matrices

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Abstract

Formulae for the Moore-Penrose inverse M+ of rank-one-modifications of a given m×n complex matrix A to the matrix M=A+bc*, where b and c* are nonzero m×1 and 1×n complex vectors, are revisited. An alternative to the list of such formulae, given by Meyer [SIAM J. Appl. Math. 24 (1973) 315] in forms of subtraction-addition type modifications of A+, is established with the emphasis laid on achieving versions which have universal validity and are in a strict correspondence to characteristics of the relationships between the ranks of M and A. Moreover, possibilities of expressing M+ as multiplication type modifications of A+, with multipliers required to be projectors, are explored. In the particular case, where A is nonsingular and the modification of A to M reduces the rank by 1, such a possibility was pointed out by Trenkler [R.D.H. Heijmans, D.S.G. Pollock, A. Satorra (Eds.), Innovations in Multivariate Statistical Analysis. A Festschrift for Heinz Neudecker, Kluwer, London, 2000, p. 67]. Some applications of the results obtained to various branches of mathematics are also discussed. © 2003 Elsevier Inc. All rights reserved.

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Baksalary, J. K., Baksalary, O. M., & Trenkler, G. ötz. (2003). A revisitation of formulae for the Moore-Penrose inverse of modified matrices. Linear Algebra and Its Applications, 371(SUPPL.), 207–224. https://doi.org/10.1016/S0024-3795(03)00508-1

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