Accurate computation of the Moore-Penrose inverse of strictly totally positive matrices
The computation of the Moore-Penrose inverse of structured strictly totally positive matrices is addressed. Since these matrices are usually very ill-conditioned, standard algorithms fail to provide accurate results. An algorithm based on the factorization and which takes advantage of the special st...
| Authors: | , |
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| Format: | article |
| Publication Date: | 2019 |
| Country: | España |
| Institution: | Universidad de Alcalá (UAH) |
| Repository: | e_Buah Biblioteca Digital Universidad de Alcalá |
| Language: | English |
| OAI Identifier: | oai:ebuah.uah.es:10017/60638 |
| Online Access: | http://hdl.handle.net/10017/60638 https://dx.doi.org/10.1016/j.cam.2018.10.009 |
| Access Level: | Open access |
| Keyword: | Moore Penrose inverse Inverse Totally positive matrix Neville elimination Bidiagonal decomposition High relative accuracy |
| Summary: | The computation of the Moore-Penrose inverse of structured strictly totally positive matrices is addressed. Since these matrices are usually very ill-conditioned, standard algorithms fail to provide accurate results. An algorithm based on the factorization and which takes advantage of the special structure and the totally positive character of these matrices is presented. The first stage of the algorithm consists of the accurate computation of the bidiagonal decomposition of the matrix. Numerical experiments illustrating the good behavior of our approach are included.Numerical experiments illustrating the good behavior of our approach are included. |
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