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Methods for Solving Ill-Conditioned Systems of Linear Equations That Improve the Conditionality

  • A. S. Leonov

摘要

Abstract

The problem of solving systems of linear equations with an ill-conditioned or degenerate exact matrix and an approximate right-hand side is considered. A scheme for solving such a problem is proposed and justified, which allows improving the conditionality of the matrix of the linear system. As a result, an approximate solution that is stable to perturbations of the right-hand side is obtained with a higher accuracy than when using some other methods. The scheme is implemented by an algorithm that uses minimal pseudoinverse matrices. The results of numerical experiments are presented, confirming the theoretical provisions of the article.