A New Analysis of Iterative Refinement and Its Application to Accurate Solution of Ill-Conditioned Sparse Linear Systems
From MaRDI portal
Publication:4597614
DOI10.1137/17M1122918zbMath1379.65019WikidataQ56998593 ScholiaQ56998593MaRDI QIDQ4597614
Nicholas J. Higham, Erin Claire Carson
Publication date: 13 December 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
preconditioningGMRESLU factorizationnumerical experimentbackward errorrounding error analysisiterative refinementmultiple precisionmixed precisionforward errorill-conditioned linear system
Iterative numerical methods for linear systems (65F10) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Preconditioners for iterative methods (65F08)
Related Items
Mixed precision algorithms in numerical linear algebra, Mixed-precision explicit stabilized Runge-Kutta methods for single- and multi-scale differential equations, Convergence Analysis of a Mixed Precision Parareal Algorithm, Mixed Precision Iterative Refinement with Sparse Approximate Inverse Preconditioning, Balanced incomplete factorization preconditioner with pivoting, Five-Precision GMRES-Based Iterative Refinement, Acceleration of iterative refinement for singular value decomposition, Adaptive Precision Sparse Matrix–Vector Product and Its Application to Krylov Solvers, On the computation of modular forms on noncongruence subgroups, GMRES algorithms over 35 years, Accelerating the Solution of Linear Systems by Iterative Refinement in Three Precisions, A discrete least squares collocation method for two-dimensional nonlinear time-dependent partial differential equations, A new iterative refinement for ill-conditioned linear systems based on discrete gradient, Mixed Precision Block Fused Multiply-Add: Error Analysis and Application to GPU Tensor Cores, 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, A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error, 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, On the cost of iterative computations, Numerical algorithms for high-performance computational science, Simulating Low Precision Floating-Point Arithmetic, 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, Exploiting Lower Precision Arithmetic in Solving Symmetric Positive Definite Linear Systems and Least Squares Problems, Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems
Uses Software
Cites Work
- A parallel algorithm for calculation of determinants and minors using arbitrary precision arithmetic
- Using FGMRES to obtain backward stability in mixed precision
- Inversion of extremely ill-conditioned matrices in floating-point
- Iterative refinement for ill-conditioned linear systems
- 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
- High-precision arithmetic in mathematical physics
- More reliable forecasts with less precise computations: a fast-track route to cloud-resolved weather and climate simulators?
- A fast and robust mixed-precision solver for the solution of sparse symmetric linear systems
- The university of Florida sparse matrix collection
- Accurate Matrix Factorization: Inverse LU and Inverse QR Factorizations
- A fast and efficient algorithm for solving ill-conditioned linear systems
- Solving Multiscale Linear Programs Using the Simplex Method in Quadruple Precision
- Implementation of the GMRES Method Using Householder Transformations
- Towards Stable Mixed Pivoting Strategies for the Sequential and Parallel Solution of Sparse Symmetric Indefinite Systems
- A Note on GMRES Preconditioned by a Perturbed $L D L^T$ Decomposition with Static Pivoting
- Error bounds from extra-precise iterative refinement
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Iterative Refinement Implies Numerical Stability for Gaussian Elimination
- Efficient High Accuracy Solutions with ${\text{GMRES}}(m)$
- Iterative refinement for linear systems and LAPACK
- Accelerating the Solution of Linear Systems by Iterative Refinement in Three Precisions
- Accuracy and Stability of Numerical Algorithms
- A Flexible Inner-Outer Preconditioned GMRES Algorithm
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
- Using accurate arithmetics to improve numerical reproducibility and stability in parallel applications