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Iterative refinement implies numerical stability
Authors:M Jankowski  H Wo?niakowski
Institution:(1) Department of Mathematics, University of Warsaw, 00-901 Warsaw, Poland
Abstract:Suppose that a method phiv computes an approximation of the exact solution of a linear systemAx=b with the relative errorq,q<1. We prove that if all computations are performed in floating point arithmeticfl and single precision, then phiv with iterative refinement is numerically stable and well-behaved wheneverqparApar parA –1par is at most of order unity.
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