Application of the least squares method to solving linear differential-algebraic equations
Viktor Filimonovich Chistyakov, Elena V. Chistyakova · Numerical Analysis and Applications · 2013
We consider an application of the least squares method to numerical solving a linear system of ordinary differential equations (ODEs) with an identically singular or rectangular matrix multiplying the highest derivative of the desired vector-function. The behavior of gradient methods for minimizing the squared residual in Sobolev spaces and some other issues are discussed. Results of some numerical experiments are given.