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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2013, Volume 16, Number 3, Pages 217–228
(Mi sjvm512)
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Finding the most probable non-negative solution of systems of linear algebraic equations by the likelihood method
V. S. Antyufeev Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Abstract:
A probabilistic method for regularization is proposed. This method enables one to obtain a non-negative solution to systems of linear algebraic equations. A theorem of existence of the best possible solution is proved. A numerical example of the method application is given.
Key words:
system of linear equations, non-negative regularization, probability distribution, stochastic ensemble.
Received: 23.05.2011 Revised: 07.06.2012
Citation:
V. S. Antyufeev, “Finding the most probable non-negative solution of systems of linear algebraic equations by the likelihood method”, Sib. Zh. Vychisl. Mat., 16:3 (2013), 217–228; Num. Anal. Appl., 6:3 (2013), 187–196
Linking options:
https://www.mathnet.ru/eng/sjvm512 https://www.mathnet.ru/eng/sjvm/v16/i3/p217
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