A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 12, pp. 2083-2091
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For an overdetermined system of linear algebraic equations, systems obtained by introducing independent random errors into the original right-hand side are examined. Under certain assumptions on how these random variables are distributed, a practical stopping criterion is proposed for an iterative process that minimizes the sum of the squares of the residuals for the above systems. Numerical results demonstrating the efficiency of this criterion for some ill-conditioned problems are presented.
@article{ZVMMF_2008_48_12_a0,
author = {L. F. Yukhno},
title = {A~stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {2083--2091},
publisher = {mathdoc},
volume = {48},
number = {12},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_12_a0/}
}
TY - JOUR AU - L. F. Yukhno TI - A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2008 SP - 2083 EP - 2091 VL - 48 IS - 12 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_12_a0/ LA - ru ID - ZVMMF_2008_48_12_a0 ER -
%0 Journal Article %A L. F. Yukhno %T A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2008 %P 2083-2091 %V 48 %N 12 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_12_a0/ %G ru %F ZVMMF_2008_48_12_a0
L. F. Yukhno. A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 12, pp. 2083-2091. http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_12_a0/