Dynamic programming and ill-conditioned linear systems—II

Abstract

Abstract : The aim of this memorandum was to show how an illconditioned linear system Ax = y, can be solved. Realizing that there exists a certain degree of smoothness in the solution, and attempt was made to determine x by minimizing, for appropriate values of lambda, the form (ax-y, ax-y) + lambda D sub N (x). This was done in a sequential fashion, using dynamic programming, so that no matrix inversions were required.