On Sparse Reflexive Generalized Inverses (1807.03074v2)

Abstract: We study sparse generalized inverses $H$ of a rank-$r$ real matrix $A$. We give a construction for reflexive generalized inverses having at most $r^2$ nonzeros. For $r=1$ and for $r=2$ with $A$ nonnegative, we demonstrate how to minimize the (vector) 1-norm over reflexive generalized inverses. For general $r$, we efficiently find reflexive generalized inverses with 1-norm within approximately a factor of $r^2$ of the minimum 1-norm generalized inverse.