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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 4, Pages 618–635
(Mi zvmmf4857)
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This article is cited in 6 scientific papers (total in 6 papers)
Tikhonov solutions of approximate systems of linear algebraic equations under finite perturbations of their matrices
V. V. Volkov, V. I. Erokhin St. Petersburg Technological Institute (Technical University) , Moskovskii pr. 26, St. Petersburg, 190013 Russia
Abstract:
The properties of a mathematical programming problem that arises in finding a stable (in the sense of Tikhonov) solution to a system of linear algebraic equations with an approximately given augmented coefficient matrix are examined. Conditions are obtained that determine whether this problem can be reduced to the minimization of a smoothing functional or to the minimal matrix correction of the underlying system of linear algebraic equations. A method for constructing (exact or approximately given) model systems of linear algebraic equations with known Tikhonov solutions is described. Sharp lower bounds are derived for the maximal error in the solution of an approximately given system of linear algebraic equations under finite perturbations of its coefficient matrix. Numerical examples are given.
Key words:
approximately given system of linear algebraic equations, regularization, minimal matrix correction.
Received: 17.10.2009 Revised: 18.11.2009
Citation:
V. V. Volkov, V. I. Erokhin, “Tikhonov solutions of approximate systems of linear algebraic equations under finite perturbations of their matrices”, Zh. Vychisl. Mat. Mat. Fiz., 50:4 (2010), 618–635; Comput. Math. Math. Phys., 50:4 (2010), 589–605
Linking options:
https://www.mathnet.ru/eng/zvmmf4857 https://www.mathnet.ru/eng/zvmmf/v50/i4/p618
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Abstract page: | 434 | Full-text PDF : | 132 | References: | 65 | First page: | 7 |
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