Iterative refinement for ill-conditioned linear systems

DOI10.1007/BF03186544zbMATH Open1188.65053MaRDI QIDQ849192FDOQ849192

Authors: Shin'ichi Oishi, Takeshi Ogita, Siegfried M. Rump 

Publication date: 25 February 2010

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jjiam/1265033791

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zbMATH Keywords

algorithmiterative refinementverified numerical computationill-conditioned linear systemsforward and backward stability results

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22)

Cites Work

• Iterative Refinement Implies Numerical Stability for Gaussian Elimination
• Accurate Floating-Point Summation Part I: Faithful Rounding
• Inversion of extremely ill-conditioned matrices in floating-point
• On the Compatibility of a Given Solution With the Data of a Linear System
• Accurate Sum and Dot Product
• Convergence of Rump's method for inverting arbitrarily ill-conditioned matrices
• Accurate floating-point summation. II: Sign, \(K\)-fold faithful and rounding to nearest
• Newton's method in floating point arithmetic and iterative refinement of generalized eigenvalue problems
• Iterative Refinement in Floating Point
• A Class of Arbitrarily Ill Conditioned Floating-Point Matrices
• Iterative refinement implies numerical stability
• Iterative refinement for linear systems and LAPACK

Cited In (21)

• Title not available (Why is that?)
• Backward error analysis of the extended iterative refinement or improvement algorithm for solving ill conditioned linear system
• Iterative refinement of solution with biparameter for solving ill-conditioned systems of linear algebraic equations.
• A new analysis of iterative refinement and its application to accurate solution of ill-conditioned sparse linear systems
• Verified eigenvalue and eigenvector computations using complex moments and the Rayleigh-Ritz procedure for generalized Hermitian eigenvalue problems
• Iterative methods for ill-conditioned roots
• Title not available (Why is that?)
• A new iterative refinement for ill-conditioned linear systems based on discrete gradient
• Accurate solution of dense linear systems. II: Algorithms using directed rounding
• A new technique for ill-conditioned linear systems
• Binary cascades iterative refinement in doubled-mantissa arithmetics
• Iterative refinement techniques for solving block linear systems of equations
• Verified partial eigenvalue computations using contour integrals for Hermitian generalized eigenproblems
• Accelerating the solution of linear systems by iterative refinement in three precisions
• On the errors of the extended iterative refinement/improvement algorithm combined with the additive preconditioning and the Schur aggregation techniques
• Solving Sparse Linear Systems with Sparse Backward Error
• Accurate solution of dense linear systems I: Algorithms in rounding to nearest
• On the iterative refinement of the solution of ill-conditioned linear system of equations
• The stable iterative algorithms with the CADNA library for solving sparse linear systems
• Iterative refinement enhances the stability of \(QR\) factorization methods for solving linear equations
• A new iterative refinement of the solution of ill-conditioned linear system of equations

Uses Software

• LAPACK

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