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 A x = b , {\displaystyle A\mathbf {x} =\mathbf {b} \,,} due to the compounded accumulation of rounding errors, the computed solution x ^ {\displaystyle {\hat {\mathbf {x} }}} may sometimes deviate from the exact solution x ⋆ .
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 A x = b , {\displaystyle A\mathbf {x} =\mathbf {b} \,,} due to the compounded accumulation of rounding errors, the computed solution x ^ {\displaystyle {\hat {\mathbf {x} }}} may sometimes deviate from the exact solution x ⋆ .
Source: Wikipedia "Iterative refinement" · CC BY-SA 4.0
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