Solving ill-conditioned linear algebraic systems using methods that improve conditioning

Fuente: arXiv
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Autore principale: Leonov, A. S.
Natura: Preprint
Pubblicazione: 2024
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author Leonov, A. S.
author_facet Leonov, A. S.
contents We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it possible to improve the conditionality of the SLAE matrix and, as a result, obtain an approximate solution that is stable to perturbations of the right hand side with higher accuracy than using other methods. The approach is implemented by an algorithm that uses so-called minimal pseudoinverse matrices. The results of numerical experiments are presented that confirm the theoretical provisions of the article.
format Preprint
id arxiv_https___arxiv_org_abs_2405_04399
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Solving ill-conditioned linear algebraic systems using methods that improve conditioning
Leonov, A. S.
Numerical Analysis
15A09, 15A10, 65F22, 15A29
We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it possible to improve the conditionality of the SLAE matrix and, as a result, obtain an approximate solution that is stable to perturbations of the right hand side with higher accuracy than using other methods. The approach is implemented by an algorithm that uses so-called minimal pseudoinverse matrices. The results of numerical experiments are presented that confirm the theoretical provisions of the article.
title Solving ill-conditioned linear algebraic systems using methods that improve conditioning
topic Numerical Analysis
15A09, 15A10, 65F22, 15A29
url https://arxiv.org/abs/2405.04399