ON THE ERRORS OF THE EXTENDED ITERATIVE REFINEMENT/IMPROVEMENT ALGORITHM COMBINED WITH THE ADDITIVE PRECONDITIONING AND THE SCHUR AGGREGATION TECHNIQUES
Solving an ill conditioned linear system accurately is a difficult task in numerical analysis. Our method of solving an ill conditioned linear system is done in three steps. We first use the concept of the additive preconditioning for preconditioner of a smaller rank r to decrease the conditioned number of A. Next we use the Sherman-Morrison-Woodbury (SMW) formula to avoid the direct computation of This step reduces the computation of to the computation of the Schur aggregate Last we compute S with high precision using the technique of extended rative refinement/improvement. This paper aims to prove that under a certain condition the matrix is nonsingular and
where and is the perturbation to the matrix C.
error analysis, ill conditioned linear system, Sherman-Morrison- Woodbury (SMW) formula, preconditioning, Schur aggregation, iterative refinement or improvement, singular value decomposition, algorithms, matrix.