Lecture 6. Iterative Refinement of the Solution by Gauss Elimination Method. Iterative Method for Solution of Simultaneous Linear Equation
The solution of system of equations will have some rounding error, we will discuss a technique called as ‘iterative refinement’ which leads to reduced rounding errors and often a reasonable solution for some ill-conditioned problems is obtained.
Consider the system of equations:
Let x’, y’, z’ be an approximate solution, Substituting these values on the left-hand sides, we get new values of d1, d2, d3 as d’1, d’2, d’3, so their new system becomes;
Subtracting each equation in (2) from the corresponding equations in (1), we get
where, xe =x-x’, ye=y-y’, ze=z-z’ and ki=di-di′
We now solve the system (3) for xe, ye, zegiving z=x’+xe, y=y’+ye, z=z’+zewhich will be better approximations for x, y, z. We can repeat the process for improving the accuracy.
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