A gas turbine engine recuperator including a plurality of independent arcuate segments, each segment having an inlet connection member designed to sealingly engage a plenum in fluid flow communication with the compressor discharge, and an outlet connection member designed to sealingly engage a plenum containing the combustor. One of the inlet and outlet connection members is a rigid member forming a rigid connection to the respective plenum, and the other of the inlet and outlet connection members includes a flexible member and forms a floating connection to the respective plenum, the floating connection allowing relative movement between the segment and a remainder of the gas turbine engine.