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On Ill-Conditioned Linear Systems and Regularized GMRES Method |
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PP: 45-51 |
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Author(s) |
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Maziar Salahi,
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Abstract |
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| In this paper we consider solving ill-conditioned square linear systems with noisy right
hand sides. To have meaningful solutions of such systems, we use Tikhonov regularization
with the GMRES method in three different ways. Our computational experiments
show that solving the noisy system by regularizing the least square problem inside the
GMRES algorithm gives us meaningful solutions and is much faster than regularizing
the original least square model itself or its least square problem within the GMRES
method. |
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