Chein-Shan Liu1
CMES-Computer Modeling in Engineering & Sciences, Vol.80, No.1, pp. 57-86, 2011, DOI:10.3970/cmes.2011.080.057
Abstract Based-on the ordinary differential equations defined on an invariant manifold, we propose a theoretical procedure to derive a Relaxed Steepest Descent Method (RSDM) for numerically solving an ill-posed system of linear equations when the data are polluted by random noise. The invariant manifold is defined in terms of a squared-residual-norm and a fictitious time-like variable, and in the final stage we can derive an iterative algorithm including a parameter, which is known as the relaxation parameter. Through a Hopf bifurcation, this parameter indeed plays a major role to switch the situation of slow convergence to a new situation with faster… More >
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