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MA60 Iterative refinement and error estimation

This subroutine performs iterative refinement and provides information on the error in the resulting solution of a set of $n$ sparse linear equations $Ax=b$, either as an upper bound on the actual error (forward error) or as a bound on the perturbation to the matrix elements which would make the solution obtained the exact solution of a perturbed problem with the same sparsity pattern as the original matrix (backward error). All estimates are provided in the $\infty$-norm, that is $\left|\right|x|{|}_{\infty }=\underset{i}{max}|x_i|$.

There is an option for avoiding iterative refinement, in which case bounds on the errors associated with the given solution are provided.