Five-Precision GMRES-Based Iterative Refinement

DOI10.1137/23m1549079WikidataQ128147833 ScholiaQ128147833MaRDI QIDQ6154942

Nicholas J. Higham, Alfredo Buttari, Theo A. Mary, Jean-Yves L'Excellent, Unnamed Author, Patrick R. Amestoy

Publication date: 16 February 2024

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/23m1549079

zbMATH Keywords

linear system; preconditioning; GMRES; floating-point arithmetic; backward error; rounding error analysis; iterative refinement; multiple precision; mixed precision; forward error

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F10: Iterative numerical methods for linear systems

65G50: Roundoff error

65F05: Direct numerical methods for linear systems and matrix inversion

65F08: Preconditioners for iterative methods

Cites Work

• Unnamed Item
• Inversion of extremely ill-conditioned matrices in floating-point
• Iterative refinement for linear systems in variable-precision arithmetic
• The university of Florida sparse matrix collection
• Accurate Matrix Factorization: Inverse LU and Inverse QR Factorizations
• The Probability That a Numerical Analysis Problem is Difficult
• A New Analysis of Iterative Refinement and Its Application to Accurate Solution of Ill-Conditioned Sparse Linear Systems
• Accelerating the Solution of Linear Systems by Iterative Refinement in Three Precisions
• Accuracy and Stability of Numerical Algorithms
• Sharper Probabilistic Backward Error Analysis for Basic Linear Algebra Kernels with Random Data
• Random Matrices Generating Large Growth in LU Factorization with Pivoting
• Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems
• Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems
• A New Approach to Probabilistic Rounding Error Analysis
• Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
• Iterative Refinement in Floating Point
• Three-Precision GMRES-Based Iterative Refinement for Least Squares Problems
• Stochastic Rounding and Its Probabilistic Backward Error Analysis
• Exploiting Lower Precision Arithmetic in Solving Symmetric Positive Definite Linear Systems and Least Squares Problems