Blockwise Moore-Penrose pseudoinverse?

There exists a convenient formula for computing the inverse of a block matrix consisting of 4 matrices A,B,C,D

[ABCD]1

the inverse can be written as a function of A1 and (ABD1C)1 (wikipedia)

[A1+A1B(DCA1B)1CA1A1B(DCA1B)1(DCA1B)1CA1(DCA1B)1]

I wonder if a similar formula exists for the pseudo-inverse of non-invertible block matrices.

Answer

Using the fabulous search engine netted me quite a lot of references on the pseudoinverses of partitioned matrices. Miao’s paper gives a pretty general formula, Cline’s paper concentrates on column-partitioned matrices A=[UV], Rohde’s paper handles the pseudoinverse of a partitioned Hermitian matrix, Hall and Hartwig’s paper give formulae for column-partitioned matrices and row-partitioned matrices A=[UV], and this paper by Hartwig gives an expression for the pseudoinverse of a bordered matrix, A=[BuvTc].

As you can probably tell from the number of papers that needed to treat special cases (depending usually on the ranks of the blocks and such), the expression for the pseudoinverse of a block matrix can be quite complicated. I will not try to reproduce those formulae here, and instead ask you to consult those papers and their references.

Attribution
Source : Link , Question Author : Wouter , Answer Author : J. M. ain’t a mathematician

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