DYNAMIC PROGRAMMING AND ILL-CONDITIONED LINEAR SYSTEMS II,
RAND CORP SANTA MONICA CALIF
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The aim of this memorandum was to show how an illconditioned linear system Ax y, can be solved. Realizing that there exists a certain degree of smoothness in the solution, and attempt was made to determine x by minimizing, for appropriate values of lambda, the form ax-y, ax-y lambda D sub N x. This was done in a sequential fashion, using dynamic programming, so that no matrix inversions were required.