{ "id": "1512.04246", "version": "v1", "published": "2015-12-14T10:23:20.000Z", "updated": "2015-12-14T10:23:20.000Z", "title": "Numerical stability of iterative refinement with a relaxation for linear systems", "authors": [ "Alicja Smoktunowicz", "Jakub Kierzkowski", "Iwona Wrobel" ], "comment": "12 pages", "categories": [ "math.NA" ], "abstract": "Stability analysis of Wilkinson's iterative refinement with a relaxation IR(omega) for solving linear systems is given. It extends existing results for omega=1, i.e., for Wilkinson's iterative refinement. We assume that all computations are performed in fixed (working) precision arithmetic. Numerical tests were done in MATLAB to illustrate our theoretical results. A particular emphasis is given on convergence of iterative refinement with a relaxation. Our tests confirm that the choice omega=1 is the best choice from the point of numerical stability.", "revisions": [ { "version": "v1", "updated": "2015-12-14T10:23:20.000Z" } ], "analyses": { "subjects": [ "65F05", "65F10", "15A12" ], "keywords": [ "numerical stability", "wilkinsons iterative refinement", "best choice", "extends existing results", "relaxation ir" ], "note": { "typesetting": "TeX", "pages": 12, "language": "en", "license": "arXiv", "status": "editable" } } }