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JOURNALS // Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva // Archive

Zhurnal SVMO, 2016 Volume 18, Number 1, Pages 7–11 (Mi svmo573)

This article is cited in 1 paper

Mathematics

Solution of ill-conditioned system of linear algebraic equations

E. B. Kuznetsov, L. B. Bolotin

Moscow Aviation Institute (National Research University)

Abstract: The paper deals with the numerical solution for a system of linear algebraic equations which are ill-conditioned for some values of the problem parameter. For example, the parameter may be time. The solution of such system according to Cramer's rule or the Gauss method, for example, is impossible in the vicinity of singularity of the system matrix. An offered algorithm allows to pass successfully the vicinity of the singularity and own singular point, where the system matrix degenerates. This algorithm involves the method of solution continuation with respect to the best parameter.

Keywords: system of linear algebraic equations, method of solution continuation with respect to a parameter, the best continuation parameter, ordinary differential equations, initial value problem, numerical methods of integration.

UDC: 519.612



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© Steklov Math. Inst. of RAS, 2024