Iterative solution of linear equations with unbounded operators

dynamical systems method Hilbert matrices Hilbert space iterative methods linear operator equations minimum norm solution numerical inversion regularization selfadjoint unbounded operator

Mathematics Subject Classification ID

Linear operators and ill-posed problems, regularization (47A52) Linear symmetric and selfadjoint operators (unbounded) (47B25) Numerical solutions to equations with linear operators (65J10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

Abstract: A convergent iterative process is constructed for solving any solvable linear equation in a Hilbert space.

Review text

The problem under consideration is to solve a solvable operator equation \(Au = f\) with linear, closed, densely defined, unbounded, and not necessarily boundedly invertible operator \(A\) in a Hilbert space. In view of possible non-uniqueness the desired solution is the normal solution (having minimal norm) \(y\). For stable approximation of \(y\) under given noisy data \(f_{\delta}\), \(\| f-f_\delta\| \leq\delta\), author suggests and justifies the iterative process \[ u_{n+1}= aT^{-1}_{a}u_{n}+T^{-1}_{a} A^*f_{\delta}, \quad u_1 \bot N(A), \;a>0, \] where \(T_a=A^*A+aI\). The stopping rule is \(n=n(\delta)\) such that \(n(\delta)\rightarrow\infty\) and \(\delta n(\delta)\rightarrow 0\). The case of self-adjoint \(A^*=A\) is briefly considered. The second method for solving the considering problem is the dynamical systems method: \[ \frac{du}{dt}=-u+T^{-1}_{\varepsilon(t)}A^*f_{\delta}, \quad u(0)=u_0, \] with stopping time \(t_{\delta}\) determined by a discrepancy principle. Numerical inversion of the Hilbert matrices by the presented methods is demonstrated.

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