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Nonnegative ill-conditioned linear systems and GMRES method. (English) Zbl 1177.65061

Summary: We consider solving ill-conditioned linear systems under nonnegativity constraints with noisy right hand sides. The classical approaches to solve such systems are constrained least squares (quadratic programming) and barrier methods. First we present these classical methods. Then a modified version of the GMRES method (NGMRES) is presented. Since we assume that the coefficient matrices are ill-conditioned, then the Tikhonov regularization of the problem is considered. Our computational experiments show that the NGMRES provides us high quality solutions much faster than the other two approaches.

MSC:

65F22 Ill-posedness and regularization problems in numerical linear algebra
65F10 Iterative numerical methods for linear systems
Full Text: DOI

References:

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