Iterative Refinement of the Solution of a Positive Definite System of Equations
In an earlier paper in this series  the solution of a system of equations Ax=b with a positive definite matrix of coefficients was described; this was based on the Cholesky factorization of A. If A is ill-conditioned the computed solution may not be sufficiently accurate, but (provided A is not almost singular to working accuracy) it may be improved by an iterative procedure in which the Cholesky decomposition is used repeatedly.
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