Информационный анализ несовместных систем линейных алгебраических уравнений. Минимаксное решение

Abstract

Предложен метод отыскания приближенного решения переопределенной несовместной системы линейных алгебраических уравнений (СЛАУ), для которого максимальная из невязок уравнений системы минимальна. Получены аналитические соотношения для расчета компонентов вектора. Приведены примеры.

The article concerns the acceptable solutions of incompatible systems of linear algebraic equations (SLAE), the necessity of which appears during the processing and information analysis of experimental data. There is an analysis of the efficiency of traditional approaches to the solution of similar problems, such as the least-squares method, which minimizes the norm of system residual, the method of input of correction vector of system second members. The alternative approach to the solution if incompatible SLAE was suggested. It consists in definition of regularizing algorithm for the given redefined SLAE, which makes it possible to get the approximate solution of the system, minimizing the norm of residual, for which the maximum of system equation residual is the minimum. The problem is reduced on each iteration to the finding of variables set, which provides modulo equality of all residuals for the system equations. The analytical ratios for direct calculation of components of desired set were obtained. The examples of calculations were given