How to improve accuracy of solution given by mkl PARDISO?
Dear all, I am using mkl PARDISO to solve A*x=b with default parameters iparm(1)=0. From solution x1 given by PARDISO, I compute b1= A*x1. Norm of error (b1-b) is about 1E-2. Do you know how to improve this error more, for example 1E-6? Thanks Thanh
Dear, Thanh, please, set iparm() manually (iparm(1)=1). Try to use iterative refinement step - iparm(8)=1. iparm(8) should be set to the maximum number of iterative refinement steps that the solver will perform.