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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2007 Volume 47, Number 9, Pages 1512–1523 (Mi zvmmf246)

This article is cited in 2 papers

The Lagrange principle in the problem of optimal inversion of linear operators in finite-dimensional spaces with a priori information about its solution

A. V. Bayev

Faculty of Physics, Moscow State University, Leninskie gory, Moscow, 119992, Russia

Abstract: The problem of solving a system of linear algebraic equations is examined. An application of the Lagrange principle to the optimal recovery in this problem is described. New optimal methods that use available information about the errors in the data and a priori information about the solution are proposed for solving such systems.

Key words: optimal recovery, system of linear algebraic equations.

UDC: 519.626

Received: 22.12.2006


 English version:
Computational Mathematics and Mathematical Physics, 2007, 47:9, 1452–1463

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