search for: courrieu

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2012 Dec 05
1
Understanding svd usage and its necessity in generalized inverse calculation
...-Penrose inverse of full column rank matrices. BIT Numerical Mathematics, 52(2), 503?524. doi:10.1007/s10543-011-0362-0 Which seems to say that a method proposed by Byers and Xu (2008) is as about as good as, but faster than, svd. It appears to me work on this traces back to a speedup obtained by Courrieu, whose method takes about one-half as much time as the svd. P. Courrieu. Fast Computation of Moore-Penrose Inverse matrices. Neural Information Processing-Letters and Reviews, 8:25?29, 2005. Katsikis, Casilos N. and Dimitrios Pappas. 2008. Fast computing of the Moore-Penrose Inverse Matrix. Elect...