Dynamical systems gradient method for solving ill-conditioned linear algebraic systems

N. S. Hoang; A. G. Ramm

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arXiv · 0802.3933

Dynamical systems gradient method for solving ill-conditioned linear algebraic systems

N. S. Hoang·A. G. Ramm

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Abstract

A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An algorithm for computing the solution using a spectral decomposition of the left-hand side matrix is proposed. Numerical results show that when a spectral decompositon of the left-hand side matrix is available or not computationally expensive to obtain the new method can be considered as an alternative to the Variational Regularization.

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BibTeX RIS

N. S. Hoang, A. G. Ramm. 2008-02-26. Dynamical systems gradient method for solving ill-conditioned linear algebraic systems. https://arxiv.org/abs/0802.3933

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