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Meždunarodnyj naučno-issledovatel'skij žurnal, 2018, , Issue 12(78), Pages 13–17
DOI: https://doi.org/10.23670/IRJ.2018.78.12.002
(Mi irj287)
 

PHYSICS AND MATHEMATICS

On numerical solution of systems of linear algebraic equations with ill-conditioned matrices

V. M. Ryabov, I. G. Burova, M. A. Kalnitskaya, A. V. Malevich, A. V. Lebedeva, A. N. Borzykh

Saint Petersburg State University
References:
Abstract: The results of the numerical solution of systems of linear algebraic equations (SLAE) with symmetric and asymmetrical ill-conditioned matrices by the regularization method are presented in the paper. Positive-definite and oscillatory matrices are considered. The article shows that in order to regularize the computational process according to the Tikhonov method, it is enough to replace the system matrix $A_n$ with the matrix $ A_n+\alpha E_n $ where $E_n$ is the identity matrix, and $\alpha$ is some positive number (regularization parameter) that tends to zero.
Keywords: ill-conditioned systems of linear algebraic equations, Hilbert matrices, regularization parameter.
Received: 19.12.2018
Document Type: Article
Language: Russian
Citation: V. M. Ryabov, I. G. Burova, M. A. Kalnitskaya, A. V. Malevich, A. V. Lebedeva, A. N. Borzykh, “On numerical solution of systems of linear algebraic equations with ill-conditioned matrices”, Meždunar. nauč.-issled. žurn., 2018, no. 12(78), 13–17
Citation in format AMSBIB
\Bibitem{RyaBurKal18}
\by V.~M.~Ryabov, I.~G.~Burova, M.~A.~Kalnitskaya, A.~V.~Malevich, A.~V.~Lebedeva, A.~N.~Borzykh
\paper On numerical solution of systems of linear algebraic equations with ill-conditioned matrices
\jour Me{\v z}dunar. nau{\v{c}}.-issled. {\v z}urn.
\yr 2018
\issue 12(78)
\pages 13--17
\mathnet{http://mi.mathnet.ru/irj287}
\crossref{https://doi.org/10.23670/IRJ.2018.78.12.002}
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