Iterative refinement techniques for solving block linear systems of equations (Q1946150)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Iterative refinement techniques for solving block linear systems of equations
scientific article

    Statements

    Iterative refinement techniques for solving block linear systems of equations (English)
    0 references
    0 references
    0 references
    18 April 2013
    0 references
    If \(x_0=S_0(b)\) is an algorithm to solve a nonsingular linear system \(Ax=b\), then a \(k\)-fold iterative refinement (\(k\geq 1\)) computes \(x_k=S_k(b)\) with \(S_{j+1}(b)=x_j+p_j\), \(p_j=S_j(r_j)\), \(r_j=Ax_j-b\), \(j=k-1,\ldots,0\). This paper discusses the numerical stability of this method when \(A\) is a block matrix with square blocks. The analysis is based on a special norm for block matrices: first each block in \(A\) is replaced by its 2-norm, giving a matrix \(\mu(A)\) and then the overall 2-norm \(\|\mu(A)\|_2\) is taken. The main theorem states that the algorithm is blockwise forward stable. If \(x^*\) is the exact solution, then a condition number is \(\text{cond}(A;x^*)=\|\mu(A^{-1})\mu(A)\mu(x^*)\|_2/\|x^*\|_2\leq \kappa_\mu(A)=\|\mu(A^{-1})\mu(A)\|_2\).
    0 references
    iterative refinement
    0 references
    linear systems
    0 references
    block matrices
    0 references
    condition number
    0 references
    numerical stability
    0 references

    Identifiers