Summary
International Symposium on Nonlinear Theory and its Applications
2005
Session Number:2-1-4
Session:
Number:2-1-4-2
Additive-form Iterative Refinement of LU Factorization of an Ill-Conditioned Matrix
Kunio Tanabe,
pp.737-740
Publication Date:2005/10/18
Online ISSN:2188-5079
Summary:
Rump[1] showed that an iterated preconditioning of an ill-conditioned coefficient matrix could produce a more accurate solution of a linear equation. His method can be interpreted as a product-form iterative refinement of inverse of a matrix. In this paper we introduce an additive-form iterative refinement of LU factorization of an ill-conditioned matrix, in which the triangular factor matrices are approximated by sums of matrices with row precision entries.