Iterative Refinement in Floating Point

Authors:
Cleve B. Moler
Affiliations:
Department of Mathematics, University of Michigan, Ann Arbor, Michigan and Swiss Federal Institute of Technology, Zurich, Switzerland
Venue:
Journal of the ACM (JACM)
Year:
1967

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Abstract

Iterative refinement reduces the roundoff errors in the computed solution to a system of linear equations. Only one step requires higher precision arithmetic. If sufficiently high precision is used, the final result is shown to be very accurate.