Five-Precision GMRES-Based Iterative Refinement

DOI10.1137/23M1549079MaRDI QIDQ6154942zbMATH OpenOpenAlexWikidataFDO

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

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

preconditioninglinear systemGMRESbackward errorfloating-point arithmeticrounding error analysisiterative refinementmultiple precisionmixed precisionforward error

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Preconditioners for iterative methods (65F08) Roundoff error (65G50) Iterative numerical methods for linear systems (65F10)

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Cites work

• scientific article; zbMATH DE number 1024452 (Why is no real title available?)
• A New Approach to Probabilistic Rounding Error Analysis
• 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
• Accurate matrix factorization: Inverse LU and inverse QR factorizations
• Exploiting lower precision arithmetic in solving symmetric positive definite linear systems and least squares problems
• Inversion of extremely ill-conditioned matrices in floating-point
• Iterative Refinement in Floating Point
• Iterative refinement for linear systems in variable-precision arithmetic
• Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems
• Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
• Random matrices generating large growth in LU factorization with pivoting
• Sharper probabilistic backward error analysis for basic linear algebra kernels with random data
• Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems
• Stochastic rounding and its probabilistic backward error analysis
• The Probability That a Numerical Analysis Problem is Difficult
• The University of Florida sparse matrix collection
• Three-precision GMRES-based iterative refinement for least squares problems

Cited in

(7)

• A comparison of mixed precision iterative refinement approaches for least-squares problems
• Avoiding breakdown in incomplete factorizations in low precision arithmetic
• Generalizing random butterfly transforms to arbitrary matrix sizes
• The stability of split-preconditioned FGMRES in four precisions
• Developing robust incomplete Cholesky factorizations in half precision arithmetic
• Mixed precision sketching for least-squares problems and its application in GMRES-based iterative refinement
• Mixed precision GMRES-based iterative refinement with recycling.

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