I need to compute the pseudo-inverse of a very large rectangular dense matrix without any special structure or properties. I run out of memory/computing power and have no access to a large parallel computing resource.
However, the good news is that I need only one column of the result at a time (for the subsequent calculations).
Is there any iterative algorithm that can compute the 'kth' column (or at-least progressively build up the first 'k' columns of the pseudo-inverse ?). I'd appreciate any inputs/thoughts on this.
PS: I am using MATLAB for now, but the programming environment does not really matter.