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JSIAM Letters
Vol. 7 (2015) p. 1-4

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http://doi.org/10.14495/jsiaml.7.1

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In this paper, a fast and accurate algorithm for solving ill-conditioned linear systems is proposed. The proposed algorithm is based on a preconditioned technique using a result of an LU factorization, which requires less computational cost than a previous method using an approximate inverse. The algorithm can provide accurate numerical solutions for ill-conditioned problems beyond the limit of the working precision. Results of numerical experiments are presented for confirming the effectiveness of the proposed algorithm.

Copyright © 2015, The Japan Society for Industrial and Applied Mathematics

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