Iterative refinement of solution with biparameter for solving ill-conditioned systems of linear algebraic equations.
The authors describe an iterative refinement algorithm for the improvement of the computed solution of a positive definite, ill-conditioned system of linear equations. The algorithm uses two parameters that play the role of ``regularizing parameters'', as in the classical iterative Tikhonov regularization method. The authors prove convergence of the algorithm under some supplementary assumptions on the two parameters and describe numerical experiments and comparisons of their method with some Wilkinson's and Tikhonov's solvers.
scientific article; zbMATH DE number 1861165
scientific article