A comparison of mixed precision iterative refinement approaches for least-squares problems

DOI10.1137/24M1664927MaRDI QIDQ6993628zbMATH OpenFDO

Authors Erin Carson, Ieva Daužickaitė

Publication date 25 April 2025

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

Full work available at URL https://doi.org/10.1137/24M1664927

zbMATH Keywords

iterative refinementleast-squaresmixed precisionseminormal equations

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites work

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Cited in

(3)

• Fast randomized least-squares solvers can be just as accurate and stable as classical direct solvers
• Mixed precision sketching for least-squares problems and its application in GMRES-based iterative refinement
• Stable algorithms for general linear systems by preconditioning the normal equations

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