Preconditioning linear systems via matrix function evaluation

Mathematics – Numerical Analysis

Scientific paper

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Scientific paper

For the solution of discrete ill-posed problems, in this paper a novel
preconditioned iterative method based on the Arnoldi algorithm for matrix
functions is presented. The method is also extended to work in connection with
Tikhonov regularization. Numerical experiments arising from the solution of
integral equations and image restoration are presented.

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