Nicholas, Higham (2019) Error Analysis For Standard and GMRES-Based Iterative Refinement in Two and Three-Precisions. [MIMS Preprint]
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Abstract
We give a concise summary of conditions for the convergence of iterative refinement and GMRES-based iterative refinement in three precisions, as well as the limiting forward errors and backward errors. All combinations of precisions of practical interest are included. As well as known results, we include new results for GMRES-based iterative refinement with the preconditioner applied at the working precision and the residual computed at the working precision.
| Item Type: | MIMS Preprint |
|---|---|
| Subjects: | MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis |
| Depositing User: | Nick Higham |
| Date Deposited: | 05 Nov 2019 20:25 |
| Last Modified: | 03 Dec 2019 11:26 |
| URI: | https://eprints.maths.manchester.ac.uk/id/eprint/2735 |
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