Iterative refinement for Neville elimination

Abstract

Neville elimination is an elimination procedure that is very useful when dealing with totally positive matrices. We provide a sufficient condition for the convergence of the iterative refinement using Neville elimination.

Keywords:

• iterative refinement
• Neville elimination
• total positivity

2000 AMS Subject Classification :

• 65F05
• 65F10

Acknowledgements

This work has been partially supported by the Spanish Research Grant MTM2006-03388 and under MEC and FEDER Grant TIN2004-05920. The authors thank to an anonymous referee for helping to improve the paper.