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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
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
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
Linking options:
https://www.mathnet.ru/eng/irj287 https://www.mathnet.ru/eng/irj/v78/i12/p13
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Abstract page: | 253 | Full-text PDF : | 164 | References: | 42 |
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