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    ARTICLE

    Novel Algorithms Based on the Conjugate Gradient Method for Inverting Ill-Conditioned Matrices, and a New Regularization Method to Solve Ill-Posed Linear Systems

    Chein-Shan Liu1, Hong-Ki Hong1, Satya N. Atluri2

    CMES-Computer Modeling in Engineering & Sciences, Vol.60, No.3, pp. 279-308, 2010, DOI:10.3970/cmes.2010.060.279

    Abstract We propose novel algorithms to calculate the inverses of ill-conditioned matrices, which have broad engineering applications. The vector-form of the conjugate gradient method (CGM) is recast into a matrix-form, which is named as the matrix conjugate gradient method (MCGM). The MCGM is better than the CGM for finding the inverses of matrices. To treat the problems of inverting ill-conditioned matrices, we add a vector equation into the given matrix equation for obtaining the left-inversion of matrix (and a similar vector equation for the right-inversion) and thus we obtain an over-determined system. The resulting two modifications… More >

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