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2012 Dec 12
3
R-2.15.2 changes in computation speed. Numerical precision?
...rate columns of all zeros, which seems to be the problem case in the particular application I am testing. I tried very hard to get the newer algorithm described here to go as fast, but it is way way slower, at least in the implementations I tried: ## KPP ## Vasilios N. Katsikis, Dimitrios Pappas, Athanassios Petralias. "An improved method for ## the computation of the Moore Penrose inverse matrix," Applied ## Mathematics and Computation, 2011 The notes on that are in the qrginv.R file linked above. The fact that I can't make that newer KPP algorithm go faster, although the authors sho...