A GENERALIZED INVERSE-EPSILON ALGORITHM FOR CONSTRUCTING INTERSECTION PROJECTION MATRICES, WITH APPLICATIONS.
Abstract
Given k linear manifolds and corresponding perpendicular projection matrices, a closed formula is derived for the perpendicular projection matrix. The derivation uses results taken from the theory of generalized inverses together with an application of Wynn's Epsilon-Algorithm to a convergent sequence of matrices. A variant of this formula is then used in solving arbitrary complex linear systems by iteration and in computing generalized inverses; the latter application provides a solution to least squares linear regression problems. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1966
- Accession Number
- AD0630538
Entities
People
- L. Duane Pyle