Tikhonov solutions of approximate systems of linear algebraic equations under finite perturbations of their matrices
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 4, pp. 618-635
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The properties of a mathematical programming problem that arises in finding a stable (in the sense of Tikhonov) solution to a system of linear algebraic equations with an approximately given augmented coefficient matrix are examined. Conditions are obtained that determine whether this problem can be reduced to the minimization of a smoothing functional or to the minimal matrix correction of the underlying system of linear algebraic equations. A method for constructing (exact or approximately given) model systems of linear algebraic equations with known Tikhonov solutions is described. Sharp lower bounds are derived for the maximal error in the solution of an approximately given system of linear algebraic equations under finite perturbations of its coefficient matrix. Numerical examples are given.
@article{ZVMMF_2010_50_4_a2,
author = {V. V. Volkov and V. I. Erokhin},
title = {Tikhonov solutions of approximate systems of linear algebraic equations under finite perturbations of their matrices},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {618--635},
publisher = {mathdoc},
volume = {50},
number = {4},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_4_a2/}
}
TY - JOUR AU - V. V. Volkov AU - V. I. Erokhin TI - Tikhonov solutions of approximate systems of linear algebraic equations under finite perturbations of their matrices JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2010 SP - 618 EP - 635 VL - 50 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_4_a2/ LA - ru ID - ZVMMF_2010_50_4_a2 ER -
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V. V. Volkov; V. I. Erokhin. Tikhonov solutions of approximate systems of linear algebraic equations under finite perturbations of their matrices. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 4, pp. 618-635. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_4_a2/