A new analysis of iterative refinement and its application to accurate solution of ill-conditioned sparse linear systems
From MaRDI portal
Publication:4597614
DOI10.1137/17M1122918zbMATH Open1379.65019DBLPjournals/siamsc/CarsonH17WikidataQ56998593 ScholiaQ56998593MaRDI QIDQ4597614FDOQ4597614
Authors: Erin Carson, Nicholas J. Higham 
Publication date: 13 December 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Recommendations
- Iterative refinement for ill-conditioned linear systems
- Solving Sparse Linear Systems with Sparse Backward Error
- Accelerating the solution of linear systems by iterative refinement in three precisions
- A new iterative refinement of the solution of ill-conditioned linear system of equations
- Three-precision GMRES-based iterative refinement for least squares problems
preconditioningnumerical experimentGMRESbackward errorLU factorizationrounding error analysisiterative refinementmultiple precisionmixed precisionforward errorill-conditioned linear system
Preconditioners for iterative methods (65F08) Roundoff error (65G50) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)
Cites Work
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- The University of Florida sparse matrix collection
- A fast and robust mixed-precision solver for the solution of sparse symmetric linear systems
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Accuracy and Stability of Numerical Algorithms
- Iterative Refinement Implies Numerical Stability for Gaussian Elimination
- A parallel algorithm for calculation of determinants and minors using arbitrary precision arithmetic
- Inversion of extremely ill-conditioned matrices in floating-point
- A Flexible Inner-Outer Preconditioned GMRES Algorithm
- Numerical stability of GMRES
- Roundoff error analysis of algorithms based on Krylov subspace methods
- Radial basis function approximation methods with extended precision floating point arithmetic
- Error bounds from extra-precise iterative refinement
- A Note on GMRES Preconditioned by a Perturbed $L D L^T$ Decomposition with Static Pivoting
- Using FGMRES to obtain backward stability in mixed precision
- Implementation of the GMRES Method Using Householder Transformations
- Efficient High Accuracy Solutions with ${\text{GMRES}}(m)$
- Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
- Using accurate arithmetics to improve numerical reproducibility and stability in parallel applications
- Iterative refinement for linear systems and LAPACK
- Iterative refinement for ill-conditioned linear systems
- A fast and efficient algorithm for solving ill-conditioned linear systems
- Towards Stable Mixed Pivoting Strategies for the Sequential and Parallel Solution of Sparse Symmetric Indefinite Systems
- Accelerating the solution of linear systems by iterative refinement in three precisions
- More reliable forecasts with less precise computations: a fast-track route to cloud-resolved weather and climate simulators?
- High-precision arithmetic in mathematical physics
- Solving multiscale linear programs using the simplex method in quadruple precision
- Accurate matrix factorization: Inverse LU and inverse QR factorizations
Cited In (34)
- A discrete least squares collocation method for two-dimensional nonlinear time-dependent partial differential equations
- Simulating Low Precision Floating-Point Arithmetic
- Chebyshev acceleration of iterative refinement
- Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems
- Mixed precision algorithms in numerical linear algebra
- Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems
- Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems
- Iterative refinement for ill-conditioned linear systems
- Five-Precision GMRES-Based Iterative Refinement
- Mixed-precision explicit stabilized Runge-Kutta methods for single- and multi-scale differential equations
- Balanced incomplete factorization preconditioner with pivoting
- Numerical algorithms for high-performance computational science
- Avoiding breakdown in incomplete factorizations in low precision arithmetic
- Combining sparse approximate factorizations with mixed-precision iterative refinement
- Algebraic Error Analysis for Mixed-Precision Multigrid Solvers
- Discretization-Error-Accurate Mixed-Precision Multigrid Solvers
- Acceleration of iterative refinement for singular value decomposition
- Mixed precision block fused multiply-add: error analysis and application to GPU tensor cores
- A new iterative refinement for ill-conditioned linear systems based on discrete gradient
- Adaptive Precision Sparse Matrix–Vector Product and Its Application to Krylov Solvers
- On the computation of modular forms on noncongruence subgroups
- A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error
- Exploiting lower precision arithmetic in solving symmetric positive definite linear systems and least squares problems
- Iterative refinement techniques for solving block linear systems of equations
- Accelerating the solution of linear systems by iterative refinement in three precisions
- Convergence Analysis of a Mixed Precision Parareal Algorithm
- On the cost of iterative computations
- Random matrices generating large growth in LU factorization with pivoting
- Algebraic Error Analysis for Mixed-Precision Multigrid Solvers
- Discretization-Error-Accurate Mixed-Precision Multigrid Solvers
- Three-precision GMRES-based iterative refinement for least squares problems
- GMRES algorithms over 35 years
- Mixed Precision Iterative Refinement with Sparse Approximate Inverse Preconditioning
- Solving Sparse Linear Systems with Sparse Backward Error
Uses Software
This page was built for publication: A new analysis of iterative refinement and its application to accurate solution of ill-conditioned sparse linear systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4597614)
