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 x̂ may sometimes deviate from the exact solution x*. Starting with x1 = x̂, iterative refinement computes a sequence {x1,x2,x3,…} which converges to x* when certain assumptions are met.
Read more about Iterative Refinement: Description, Error Analysis
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