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IMPROVING THE SOLVABILITY OF ILL-CONDITIONED SYSTEMS OF LINEAR EQUATIONS BY REDUCING THE CONDITION NUMBER OF THEIR MATRICES

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This paper is concerned with the solution of ill-conditioned Systems of Linear Equations (SLE's) via the solution of equivalent SLE's which are well-conditioned. A matrix is rst constructed from that of the given ill-conditioned system. Then, an adequate right-hand side is computed to make up the instance of an equivalent system. Formulae and algorithms for computing an instance of this equivalent SLE and solving it will be given and illustrated.

Abstract

This paper is concerned with the solution of ill-conditioned Systems of Linear Equations (SLE's) via the solution of equivalent SLE's which are well-conditioned. A matrix is rst constructed from that of the given ill-conditioned system. Then, an adequate right-hand side is computed to make up the instance of an equivalent system. Formulae and algorithms for computing an instance of this equivalent SLE and solving it will be given and illustrated.

참고문헌 (6)

  1. C. Brezinski, "Other manifestations of the schur complement", Linear Algebra Appl, 111, pp.231~247 (1988)
  2. C. Brezinski, "A Breakdown-free Lanczos type algorithm for solving linear systems", Numer. Math, 63(1), pp.29~38 (1992)
  3. V. N. Faddeeva, "Computational Methods of Linear Algebra" (1959), Dover Publications, Inc
  4. "A new algorithm for solving ill-conditioned linear systems", IEEE TRANSACTIONS ON MAGNETICS, 32(3), pp.1373~1376
  5. J. R. Rice, "Matrix Computations and Mathematical Software" (1981), McGraw-Hill
  6. F. Zhang, "Basic Properties of the Schur Complement In The Schur Complement and its applications", pp.17~46 (2005), Springer

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