Using FGMRES to obtain backward stability in mixed precision

MaRDI QIDQ836834zbMATH OpenFDO

Authors M. Arioli, Iain S. Duff

Publication date 8 September 2009

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/130614, http://www.emis.de/journals/ETNA/vol.33.2008-2009/pp31-44.dir/pp31-44.html

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zbMATH Keywords

error analysisiterative methodshybrid methodbackward stabilitytriangular factorizationiterative refinementFGMRESlarge sparse systemsdirect factorizationsparse matrix factorizationmixed precision arithmetic

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10)

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Cited in

(13)

• Mixed Precision Iterative Refinement with Sparse Approximate Inverse Preconditioning
• Accelerating the solution of linear systems by iterative refinement in three precisions
• Mixed precision algorithms in numerical linear algebra
• The stability of split-preconditioned FGMRES in four precisions
• Chebyshev acceleration of iterative refinement
• Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
• A new analysis of iterative refinement and its application to accurate solution of ill-conditioned sparse linear systems
• GMRES algorithms over 35 years
• Semismooth Newton methods with domain decomposition for American options
• Avoiding breakdown in incomplete factorizations in low precision arithmetic
• Accelerating scientific computations with mixed precision algorithms
• Parameter modified versions of preconditioning and iterative inner product free refinement methods for two-by-two block matrices
• Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems

Describes a project that uses

Uses Software

• MA57
• Matlab
• mctoolbox

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