Stochastic rounding implicitly regularizes tall-and-thin matrices

DOI10.1137/24M1647679MaRDI QIDQ7016674zbMATH OpenFDO

Authors Gregory-Paul Dexter, Christos Boutsikas, Linkai Ma, Ilse C. F. Ipsen, Petros Drineas

Publication date 6 March 2025

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

Full work available at URL https://doi.org/10.1137/24M1647679

zbMATH Keywords

arithmetic precisionHoeffding's inequalityrandom matrix theoryranksingular valuesstochastic roundingunion boundvarianceWeyl's inequality

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical linear algebra (65F99) Roundoff error (65G50)

Cites work

• An introduction to matrix concentration inequalities
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• Simulating Low Precision Floating-Point Arithmetic
• Small singular values can increase in lower precision
• Smallest singular value of a random rectangular matrix
• Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices
• Stochastic rounding and its probabilistic backward error analysis
• Stochastic Rounding Variance and Probabilistic Bounds: A New Approach
• Tests of probabilistic models for propagation of roundoff errors
• Universality and sharp matrix concentration inequalities

Cited in

(2)

• Mixed precision sketching for least-squares problems and its application in GMRES-based iterative refinement
• Regional Stability and New Eigenvalue Perturbation Bounds

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