RUS  ENG
Full version
JOURNALS // Meždunarodnyj naučno-issledovatel'skij žurnal // Archive

Meždunar. nauč.-issled. žurn., 2018 Issue 12(78), Pages 13–17 (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

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

DOI: 10.23670/IRJ.2018.78.12.002


 English version:
DOI: 10.23670/IRJ.2018.78.12.002


© Steklov Math. Inst. of RAS, 2024