Article ID: | iaor1998359 |
Country: | Cuba |
Volume: | 17 |
Issue: | 1/3 |
Start Page Number: | 117 |
End Page Number: | 132 |
Publication Date: | Jan 1996 |
Journal: | Revista de Investigacin Operacional |
Authors: | Estrada Jess Lpez, Vega Humberto Madrid de la, Ones Valia Guerra |
Keywords: | computational analysis |
The problem of the numerical calculation of the Moore–Penrose pseudoinverse is considered. Two of the most frequently used computational techniques are analyzed by means of the introduction of the concept: ϵ- – numerical pseudoinverse. A new algorithm using RRQR factorization is proposed, which overcomes some disadvantages of the above mentioned methods. Illustrative numerical experiments are reported.