A Modiication to the Gmres Method for Ill-conditioned Linear Systems
نویسنده
چکیده
This paper concerns the use of a method for the solution of ill-conditioned linear systems. We show that the Generalized Minimum Residual Method (GMRES) in conjunction with a truncated singular value decomposition can beused to solve large nonsymmetric linear systems of equations which are nearly singular. Error bounds are given for the right s i n g u l a r v ectors and singular values computed. A consequence of the error bounds results in a method for computing some of the singular values and right singular vectors for large matrices.
منابع مشابه
Gmres , L - Curves , and Discrete Ill - Posed Problems ∗
The GMRES method is a popular iterative method for the solution of large linear systems of equations with a nonsymmetric nonsingular matrix. This paper discusses application of the GMRES method to the solution of large linear systems of equations that arise from the discretization of linear ill-posed problems. These linear systems are severely ill-conditioned and are referred to as discrete ill...
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