Three-Precision GMRES-Based Iterative Refinement for Least Squares Problems

DOI10.1137/20M1316822zbMath1461.65032OpenAlexW3006375150MaRDI QIDQ5856681

Erin Claire Carson, Nicholas J. Higham, Srikara Pranesh

Publication date: 29 March 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1316822

zbMATH Keywords

preconditioningGMRESleast squaresMINRESiterative refinementmixed precision arithmetichalf precision arithmetic

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items

Mixed precision algorithms in numerical linear algebra, A Computational Study of Using Black-box QR Solvers for Large-scale Sparse-dense Linear Least Squares Problems, Mixed Precision Iterative Refinement with Sparse Approximate Inverse Preconditioning, Five-Precision GMRES-Based Iterative Refinement, Double precision is not necessary for LSQR for solving discrete linear ill-posed problems, Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems, Numerical algorithms for high-performance computational science, Exploiting Lower Precision Arithmetic in Solving Symmetric Positive Definite Linear Systems and Least Squares Problems, Solving large linear least squares problems with linear equality constraints

Uses Software

• SparseMatrix
• mctoolbox

Cites Work

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