A fast and efficient algorithm for solving ill-conditioned linear systems

抄録

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.