An accelerated iterative method for computing weighted Moore-Penrose inverse

The goal of this paper is to present an accelerated iterative method for computing weighted Moore-Penrose inverse. Analysis of convergence is included to show that the proposed scheme has sixth-order convergence. Using a proper initial matrix, a sequence of iterates will be produced, which is convergent to the weighted Moore-Penrose inverse. Numerical experiments are reported to show the efficiency of the new method.

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