Improved Approximation Bounds for Moore-Penrose Inverses of Banded Matrices with Applications to Continuous-Time Linear Quadratic Control

Sungho Shin, Wallace Gian Yion Tan, Mihai Anitescu

We present improved approximation bounds for the Moore-Penrose inverses of banded matrices, where the bandedness is induced by a metric on the index set. We show that the pseudoinv…