Accurate computation of the Moore-Penrose inverse of strictly totally positive matrices

摘要

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 QR 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. (C) 2018 Elsevier B.V. All rights reserved.