Iterative refinement

Iterative refinement is an iterative method proposed by James H. Wilkinson to improve the accuracy of numerical solutions to systems of linear equations.

When solving a linear system $Ax = b$ , due to the presence of rounding errors, the computed solution $x ̂$ may sometimes deviate from the exact solution $x$ . Starting with $x 1 = x ̂$ , iterative refinement computes a sequence ${x 1, x 2, x 3,\dots}$ which converges to $x$ when certain assumptions are met.

单词	Iterative refinement
释义	Iterative refinement 英语百科 Iterative refinement Iterative refinement is an iterative method proposed by James H. Wilkinson to improve the accuracy of numerical solutions to systems of linear equations. When solving a linear system $Ax = b$ , due to the presence of rounding errors, the computed solution $x ̂$ may sometimes deviate from the exact solution $x$ . Starting with $x 1 = x ̂$ , iterative refinement computes a sequence ${x 1, x 2, x 3,\dots}$ which converges to $x$ when certain assumptions are met.
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