Efficient and Stable Algorithms to Extend Greville's Method to Partitioned Matrices Based on Inverse Cholesky Factorization

14 May 2020Hufei Zhu

Greville's method has been utilized in (Broad Learn-ing System) BLS to propose an effective and efficient incremental learning system without retraining the whole network from the beginning. For a column-partitioned matrix where the second part consists of p columns, Greville's method requires p iterations to compute the pseudoinverse of the whole matrix from the pseudoinverse of the first part... (read more)

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