SINGULAR PERTURBATION OF LINEAR ALGEBRAIC EQUATIONS WITH APPLICATION TO STIFF EQUATIONS

In this paper the singular perturbation problem of linear algebraic equations with asmall parameter is presented by an example in practice.The existence and uniquenesstheorem of its solution is proved by the perturbation method and the estimation of error forits approximate solution is given.Finally,the example mentioned above explaining how toapply the theory to solve the stiff equations is shown.