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About: Iterative refinement     Goto   Sponge   NotDistinct   Permalink

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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 due to the compounded accumulation of rounding errors, the computed solution may sometimes deviate from the exact solution Starting with iterative refinement computes a sequence which converges to when certain assumptions are met.