On the numerical solution of ill‐conditioned linear systems by regularization and iteration
Summary We propose to reduce the (spectral) condition number of a given linear system by adding a suitable diagonal matrix to the system matrix, in particular by shifting its spectrum. Iterative procedures are then adopted to recover the solution of the original system. The case of real symmetric po...
Gespeichert in:
Veröffentlicht in: | Numerical linear algebra with applications 2021-01, Vol.28 (1), p.n/a |
---|---|
1. Verfasser: | |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | Summary
We propose to reduce the (spectral) condition number of a given linear system by adding a suitable diagonal matrix to the system matrix, in particular by shifting its spectrum. Iterative procedures are then adopted to recover the solution of the original system. The case of real symmetric positive definite matrices is considered in particular, and several numerical examples are given. This approach has some close relations with Riley's method and with Tikhonov regularization. Moreover, we identify approximately the aforementioned procedure with a true action of preconditioning. |
---|---|
ISSN: | 1070-5325 1099-1506 |
DOI: | 10.1002/nla.2335 |