Finding the most probable non-negative solution of systems of linear algebraic equations by the likelihood method
V.S. Antyufeev
Keywords: system of linear equations, non-negative regularization, probability distribution, stochastic ensemble
Abstract
A probabilistic method for regularization is proposed. This method enables one to obtain a non-negative solution to systems of linear algebraic equations. A theorem of existence of the best possible solution is proved. A numerical example of the method application is given.
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