%0 Journal Article
%T A proximal approach to the inversion of ill-conditioned matrices
%A Pierre Mar¨¦chal
%A Aude Rondepierre
%J Mathematics
%D 2009
%I arXiv
%X We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization parameter) belongs to the class of {\sl fixed point} methods. Convergence of the algorithm is also discussed.
%U http://arxiv.org/abs/0904.0703v1