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.
KeywordsLinear Algebra Positive Definite Matrix Compute Solution Cholesky Decomposition Cholesky Factorization
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