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MIXED PRECISION ITERATIVE REFINEMENT WITH SPARSE APPROXIMATE INVERSE PRECONDITIONING

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F23%3A10475691" target="_blank" >RIV/00216208:11320/23:10475691 - isvavai.cz</a>

  • Result on the web

    <a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=.t88-EHo7z" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=.t88-EHo7z</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1137/22M1487709" target="_blank" >10.1137/22M1487709</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    MIXED PRECISION ITERATIVE REFINEMENT WITH SPARSE APPROXIMATE INVERSE PRECONDITIONING

  • Original language description

    With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are based on using full LU factorizations to construct preconditioners for use within GMRES in each refinement step. In practical applications, inexact preconditioning techniques, such as incomplete LU or sparse approximate inverses, are often used for performance reasons. In this work, we investigate the use of sparse approximate inverse preconditioners based on Frobenius norm minimization within GMRES-based iterative refinement. We analyze the computation of sparse approximate inverses in finite precision and derive constraints under which user-specified stopping criteria will be satisfied. We then analyze the behavior of and convergence constraints for a five-precision GMRES-based iterative refinement scheme that uses sparse approximate inverse preconditioning, which we call SPAI-GMRES-IR. Our numerical experiments confirm the theoretical analysis and illustrate the resulting tradeoffs between preconditioner sparsity and GMRES-IR convergence rate.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10102 - Applied mathematics

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2023

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    SIAM Journal of Scientific Computing

  • ISSN

    1064-8275

  • e-ISSN

    1095-7197

  • Volume of the periodical

    45

  • Issue of the periodical within the volume

    3

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    23

  • Pages from-to

    "C131"-"C153"

  • UT code for WoS article

    001071048600020

  • EID of the result in the Scopus database

    2-s2.0-85163176309