Rank Deficient Least Squares and the Numerical Solution of Linear Singular Implicit Systems of Differential Equations

摘要

An approach for the numerical solution of linear systems of differential equations of the form A(t)x'(t) + B(t)x(t) = f(t) with A(t) singular is discussed. The key step in this approach is the solution of a rank deficient least squares problem. The solution of this least squares problem is investigated. These results are then applied to the system of differential equations. (Author)