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slu.analysis.iterativelyRefine
Improve the accuracy of a computed solution using iterative refinement.
Syntax
slu.analysis.iterativelyRefine(A, lu, b, x, options?)
Description
Improve the accuracy of a computed solution using iterative refinement. Iterative refinement works by computing the residual r = b - A*x, solving for a correction d from A*d = r, and updating x := x + d. This process can significantly improve accuracy when the initial solution has small relative errors. This implementation uses the pre-computed LU factorization to solve the correction equations efficiently.
Parameters
| Name | Description |
|---|---|
| A | - Original sparse matrix in CSC format |
| lu | - Pre-computed LU factorization |
| b | - Right-hand side vector |
| x | - Initial solution to refine (will be modified in place) |
| options(optional) | - Refinement options |
Returns
RefinementResult