AN APPROXIMATE PSEUDOINVERSE SOLUTION TO ILL-CONDITIONED LINEAR SYSTEMS.

Abstract

The matrix pseudoinverse is shown to have properties analogous to those which have been used to solve ill-conditioned systems of linear equations. An approximate pseudoinverse is defined, shown to arise from a better conditioned system of equations, and used to obtain a quantity related to the statistical interpretation of the solution when random inaccuracies are added to the original system. The sensitivities of conventional, and approximate matrix pseudoinverse, solutions to an ill-conditioned system are compared in a numerical example. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1966
Accession Number
AD0635935

Entities

People

  • Allen Klinger

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Equations
  • Linear Systems

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design
  • Wave Propagation and Nonlinear Chaotic Dynamics.