Tikhonov's solution to a class of linear
systems equivalent within perturbations
A standard approach to incorrect problems suggests that a problem
of interest is reformulated with the knowledge of some additional
a-priori information. This can be done by several well-known
regularization techniques. Many practical problems are
successfully solved on this way. What does not still look as
completely satisfactory is that the new reset problem seems to
appear rather implicitly in the very process of its solution.
In 1980, A. N. Tikhonov proposed a reformulation [1] that arises
explicitly before the discussion of the solution methods. He
suggested a notion of normal solution to a family of linear
algebraic systems described by a given individual system and its
vicinity comprising perturbed systems, under the assumption that
there are compatible systems in the class notwithstanding the
compatibility property of the given individual system. Tikhovov
proved that the normal solution exists and is unique. However, a
natural question about the correctness of the reset problem was
not answered. In this talk we address a question of correctness of
the reformulated incorrect problems that seems to have been missed
in all previous considerations. The main result is the proof of
correctness for Tikhonov's normal solution. Possible
generalizations and difficulties will be also discussed.
[1] A. N. Tikhonov, Approximate systems of linear algebraic
equations, USSR Computational Mathematics and Mathematical
Physics, vol. 20, issue 6 (1980)
—
Francesco Tudisco
Assistant Professor
School of Mathematics
GSSI Gran Sasso Science Institute
Web:
https://ftudisco.gitlab.io