A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations

被引：0
|
作者：
L. F. Yukhno
机构：
[1] Russian Academy of Sciences,Institute of Mathematical Modeling
来源：
Computational Mathematics and Mathematical Physics | 2008年 / 48卷
关键词：
overdetermined system of linear algebraic equations; errors in initial data; stopping criterion for an iterative process;
D O I：
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学科分类号：
摘要：
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.
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页码：2117 / 2125
页数：8
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