Double precision is not necessary for LSQR for solving discrete linear ill-posed problems

DOI10.1007/S10915-023-02447-4arXiv2210.11025WikidataQ128905438 ScholiaQ128905438MaRDI QIDQ6506840FDOQ6506840

Abstract: The growing availability and usage of low precision foating point formats has attracts many interests of developing lower or mixed precision algorithms for scientific computing problems. In this paper we investigate the possibility of exploiting lower precision computing in LSQR for solving discrete linear ill-posed problems. We analyze the choice of proper computing precisions in the two main parts of LSQR, including the construction of Lanczos vectors and updating procedure of iterative solutions. We show that, under some mild conditions, the Lanczos vectors can be computed using single precision without loss of any accuracy of final regularized solutions as long as the noise level is not extremely small. We also show that the most time consuming part for updating iterative solutions can be performed using single precision without sacrificing any accuracy. The results indicate that the most time consuming parts of the algorithm can be implemented using single precision, and thus the performance of LSQR for solving discrete linear ill-posed problems can be significantly enhanced. Numerical experiments are made for testing the single precision variants of LSQR and confirming our results.

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Ill-posedness and regularization problems in numerical linear algebra (65F22) Roundoff error (65G50) Iterative numerical methods for linear systems (65F10)

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