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petrakis
2012 Dec 12
3
R-2.15.2 changes in computation speed. Numerical precision?
...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 show it can go...