Iterative refinement for ill-conditioned linear systems

Link:
Autor/in:
Verlag/Körperschaft:
Hamburg University of Technology
Erscheinungsjahr:
2009
Medientyp:
Text
Schlagworte:
  • Ill-conditioned linear systems
  • Iterative refinement
  • Verified numerical computation
  • 004: Informatik
  • 510: Mathematik
Beschreibung:
  • This paper treats a linear equation Aυ = b, where A ∈ F n×n and b ∈ Fn. Here, F is a set of floating point numbers. Let u be the unit round-off of the working precision and κ(A) = ∥A∥∞∥A-1∥∞ be the condition number of the problem. In this paper, ill-conditioned problems with 1 < uκ(A) < ∞ are considered and an iterative refinement algorithm for the problems is proposed. In this paper, the forward and backward stability will be shown for this iterative refinement algorithm.
Beziehungen:
DOI 10.1007/BF03186544
Quellsystem:
TUHH Open Research

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Quelldatensatz
oai:tore.tuhh.de:11420/8567