Решение систем линейных алгебраических уравнений с использованием выборочной регуляризации

Abstract

The solution of systems of linear algebraic equations, which matrices can be poorly conditioned or singular is considered. As a solution method, the original matrix is decomposed into triangular components by Gauss or Chole-sky with an additional operation, which consists in increasing the small or zero diagonal terms of triangular matrices during the decomposition process. In the first case, the scalar products calculated during decomposition are divided into two positive numbers such that the first is greater than the second, and their sum is equal to the original one. In further operations, the first number replaces the scalar product, as a result of which the value of the diagonal term increases, and the second number is stored and used after the decomposition process is completed to correct the result of calculations. This operation increases the diagonal elements of triangular matrices and prevents the appearance of very small numbers in the Gauss method and a negative root expression in the Cholesky method. If the matrix is singular, then the calculated diagonal element is zero, and an arbitrary positive number is added to it. This allows you to complete the decomposition process and calculate the pseudo-inverse matrix using the Greville method. The results of computational experiments are presented.