Numerical stability of iterative refinement with a relaxation for linear systems
Numerical Analysis
2015-12-15 v1
Abstract
Stability analysis of Wilkinson's iterative refinement with a relaxation IR(omega) for solving linear systems is given. It extends existing results for omega=1, i.e., for Wilkinson's iterative refinement. We assume that all computations are performed in fixed (working) precision arithmetic. Numerical tests were done in MATLAB to illustrate our theoretical results. A particular emphasis is given on convergence of iterative refinement with a relaxation. Our tests confirm that the choice omega=1 is the best choice from the point of numerical stability.
Keywords
Cite
@article{arxiv.1512.04246,
title = {Numerical stability of iterative refinement with a relaxation for linear systems},
author = {Alicja Smoktunowicz and Jakub Kierzkowski and Iwona Wrobel},
journal= {arXiv preprint arXiv:1512.04246},
year = {2015}
}
Comments
12 pages