Extrapolation techniques for ill-conditioned linear systems

Summary. In this paper, the regularized solutions of an ill–conditioned system of linear equations are computed for several values of the regularization parameter $\lambda$. Then, these solutions are extrapolated at $\lambda=0$ by various vector rational extrapolations techniques built for that purpose. These techniques are justified by an analysis of the regularized solutions based on the singular value decomposition and the generalized singular value decomposition. Numerical results illustrate the effectiveness of the procedures.

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