Interval regularization for imprecise linear algebraic equations

DOI10.1007/978-3-030-31041-7_21MaRDI QIDQ6307596arXivFDO

Authors Sergey P. Shary

Publication date 27 September 2018

Published in arXiv

Full work available at URL https://doi.org/10.1007/978-3-030-31041-7_21

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

arXiv classification

math.NA

Abstract: In this paper, we consider the solution of ill-conditioned systems of linear algebraic equations that can be determined imprecisely. To improve the stability of the solution process, we "immerse" the original imprecise linear system in an interval system of linear algebraic equations of the same structure and then consider its tolerable solution set. As the result, the "intervalized" matrix of the system acquires close and better conditioned matrices for which the solution of the corresponding equation system is more stable. As a pseudo-solution of the original linear equation system, we take a point from the tolerable solution set of the intervalized linear system or a point that provides the largest tolerable compatibility (consistency). We propose several computational recipes to find such pseudo-solutions.

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