Abstract:
A modification of certain well-known methods of the conjugate direction type is proposed and examined. The modified methods are more stable with respect to the accumulation of round-off errors. Moreover, these methods are applicable for solving ill-conditioned systems of linear algebraic equations that, in particular, arise as approximations of ill-posed problems. Numerical results illustrating the advantages of the proposed modification are presented.
Key words:system of linear algebraic equations, conjugate direction method, numerical stability.
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