Dynamical systems method for solving ill-conditioned linear algebraic systems

DOI10.1504/IJCSM.2009.030911zbMATH Open1194.65063arXiv0911.3065OpenAlexW2105984076MaRDI QIDQ969397FDOQ969397

A. G. Ramm, S. W. Indratno

Publication date: 7 May 2010

Published in: International Journal of Computing Science and Mathematics (Search for Journal in Brave)

Abstract: A new method, the Dynamical Systems Method (DSM), justified recently, is applied to solving ill-conditioned linear algebraic system (ICLAS). The DSM gives a new approach to solving a wide class of ill-posed problems. In this paper a new iterative scheme for solving ICLAS is proposed. This iterative scheme is based on the DSM solution. An a posteriori stopping rules for the proposed method is justified. This paper also gives an a posteriori stopping rule for a modified iterative scheme developed in A.G.Ramm, JMAA,330 (2007),1338-1346, and proves convergence of the solution obtained by the iterative scheme.

Full work available at URL: https://arxiv.org/abs/0911.3065

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zbMATH Keywords

numerical examplesdiscrepancy principleFredholm integral equations of the first kindHilbert matrixill-conditioned linear systemsdynamical systems methoditerative regularisationvariational regularisation

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

Cited In (6)

• Inversion of the Laplace transform from the real axis using an adaptive iterative method
• Solving ill-conditioned linear algebraic systems by the dynamical systems method
• How large is the class of operator equations solvable by a DSM Newton-type method?
• Dynamical systems method for solving linear finite-rank operator equations
• Dynamical systems method for solving linear ill-posed problems
• Dynamical Newton-Like Methods for Solving Ill-Conditioned Systems of Nonlinear Equations with Applications to Boundary Value Problems

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