A new iterative refinement of the solution of ill-conditioned linear system of equations

Abstract

In this paper, a new iterative refinement of the solution of an ill-conditioned linear system of equations are given. The convergence properties of the method are studied. Some numerical experiments of the method are given and compared with that of two of the available methods.

Keywords:

• linear system of equations
• iterative refinement
• ill-conditioned
• Cholesky
• convergence

2000 AMS Subject Classifications :

• 65F10
• 65F22

Acknowledgements

The authors are grateful to the anonymous referees for their comments which substantially improved the quality of this paper.