Fast Computation of Moore-Penrose Inverse Matrices - Archive ouverte HAL
Article Dans Une Revue Neural Information Processing - Letters and Reviews Année : 2005

Fast Computation of Moore-Penrose Inverse Matrices

Pierre Courrieu

Résumé

Many neural learning algorithms require to solve large least square systems in order to obtain synaptic weights. Moore-Penrose inverse matrices allow for solving such systems, even with rank deficiency, and they provide minimum-norm vectors of synaptic weights, which contribute to the regularization of the input-output mapping. It is thus of interest to develop fast and accurate algorithms for computing Moore-Penrose inverse matrices. In this paper, an algorithm based on a full rank Cholesky factorization is proposed. The resulting pseudoinverse matrices are similar to those provided by other algorithms. However the computation time is substantially shorter, particularly for large systems.
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Dates et versions

hal-00276477 , version 1 (29-04-2008)

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Pierre Courrieu. Fast Computation of Moore-Penrose Inverse Matrices. Neural Information Processing - Letters and Reviews, 2005, 8 (2), pp.25-29. ⟨hal-00276477⟩

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