Dynamical systems method for solving ill-conditioned linear algebraic systems

DOI10.1504/IJCSM.2009.030911MaRDI QIDQ969397zbMATH OpenOpenAlexFDO

Authors S. W. Indratno, A. G. Ramm

Publication date 7 May 2010

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

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

zbMATH Keywords

discrepancy principledynamical systems methodFredholm integral equations of the first kindHilbert matrixill-conditioned linear systemsiterative regularisationnumerical examplesvariational regularisation

Mathematics Subject Classification ID

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

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.

Review text

The authors introduce a new iterative scheme to solve a large class of ill-conditioned linear systems, resorting to the new method called Dynamical Systems method (DSM). It consists of solving a convenient Cauchy problem related to the given system. The paper provides an a posteriori stopping rule and a proof of convergence of the solution. Some numerical examples are presented. Results are compared to those obtained by variational regularization and appear very good, in particular for Fredholm integral equations of the first kind.

Recommendations

• Solving ill-conditioned linear algebraic systems by the dynamical systems method
• Dynamical systems method for solving linear finite-rank operator equations
• Dynamical systems gradient method for solving ill-conditioned linear algebraic systems
• Dynamical systems method for solving linear ill-posed problems
• Dynamical system method for solving ill-posed operator equations

Cited in

(9)

• How large is the class of operator equations solvable by a DSM Newton-type method?
• Dynamical Newton-Like Methods for Solving Ill-Conditioned Systems of Nonlinear Equations with Applications to Boundary Value Problems
• Dynamical systems method for solving linear finite-rank operator equations
• Dynamical systems method for solving linear ill-posed problems
• The discretization of the DSM methods for solving the ill-posed integral equation of the first kind based on the truncated strategy
• Solving ill-conditioned linear algebraic systems by the dynamical systems method
• Inversion of the Laplace transform from the real axis using an adaptive iterative method
• An efficient dynamical systems method for solving singularly perturbed integral equations with noise
• Dynamical systems gradient method for solving ill-conditioned linear algebraic systems

This page was built for publication: Dynamical systems method for solving ill-conditioned linear algebraic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q969397)