求解病态线性方程组的一个正则化方法

A Regularization Method of Ill-Conditioned Linear Equations

利用矩阵的奇异值分解,讨论了病态线性方程组,并给出求解病态方程组的正则化方法,依据偏差原理选取正则化参数,结果表明了该算法的有效性.

Using the singular value decomposition of matrix, the ill-conditioned linear equations are studied, and a regularization method of ill-conditioned linear equations is given. The regularization parameter is determined by the discrepancy principle. The numerical experiments show the method is effective.