Approximating the Inverse of a Square Matrix with Application in Computation of the Moore-Penrose Inverse

Algorithm 1

n  = 30000;

A  = SparseArray[{Band[{195, 10000}]  ->  −I, Band[{1, 1}]  ->  19.,

  Band[{1000, 2500}]  ->  2.1, Band[{−60, −1800}]  ->  1.1,

  Band[{−600, 170}]  ->  2. +  I,  Band[{−1350, 250}]  ->  −5.3},

 {n, n}, 0.]