A New Analysis of Iterative Refinement and Its Application to Accurate Solution of Ill-Conditioned Sparse Linear Systems

DOI10.1137/17M1122918zbMath1379.65019WikidataQ56998593 ScholiaQ56998593MaRDI QIDQ4597614

Nicholas J. Higham, Erin Claire Carson

Publication date: 13 December 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

preconditioning; GMRES; LU factorization; numerical experiment; backward error; rounding error analysis; iterative refinement; multiple precision; mixed precision; forward error; ill-conditioned linear system

Mathematics Subject Classification ID

65F10: Iterative numerical methods for linear systems

65G50: Roundoff error

65F35: Numerical computation of matrix norms, conditioning, scaling

65F08: Preconditioners for iterative methods

Uses Software

• MA57
• SparseMatrix
• mctoolbox
• advanpix
• HSL_MA79