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Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…

Numerical Analysis · Mathematics 2025-09-09 Bowen Gao , Yuxin Ma , Meiyue Shao

With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of least squares (LS) problems $\min_x\|b-Ax\|_2$, where $A…

Numerical Analysis · Mathematics 2024-01-29 Erin Carson , Eda Oktay

Sketching-based preconditioners have been shown to accelerate the solution of dense least-squares problems with coefficient matrices having substantially more rows than columns. The cost of generating these preconditioners can be reduced by…

Numerical Analysis · Mathematics 2025-06-12 Erin Carson , Ieva Daužickaitė

Various approaches to iterative refinement (IR) for least-squares problems have been proposed in the literature and it may not be clear which approach is suitable for a given problem. We consider three approaches to IR for least-squares…

Numerical Analysis · Mathematics 2025-01-20 Erin Carson , Ieva Daužickaitė

This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…

Numerical Analysis · Mathematics 2025-05-05 Sk. Safique Ahmad , Neha Bhadala

This paper presents the reduced biquaternion mixed least squares and total least squares (RBMTLS) method for solving an overdetermined system $AX \approx B$ in the reduced biquaternion algebra. The RBMTLS method is suitable when matrix $B$…

Numerical Analysis · Mathematics 2023-11-14 Sk. Safique Ahmad , Neha Bhadala

Our interest lies in the robust and efficient solution of large sparse linear least-squares problems. In recent years, hardware developments have led to a surge in interest in exploiting mixed precision arithmetic within numerical linear…

Numerical Analysis · Mathematics 2025-04-11 Jennifer Scott , Miroslav Tůma

Low precision arithmetic, in particular half precision floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings…

Numerical Analysis · Mathematics 2021-11-16 Eda Oktay , Erin Carson

Since numbers in the computer are represented with a fixed number of bits, loss of accuracy during calculation is unavoidable. At high precision where more bits (e.g. 64) are allocated to each number, round-off errors are typically small.…

Numerical Analysis · Mathematics 2022-10-11 Yizhou Chen , Xiaoyun Gong , Xiang Ji

Driven by the insatiable needs to process ever larger amount of data with more complex models, modern computer processors and accelerators are beginning to offer half precision floating point arithmetic support, and extremely optimized…

Mathematical Software · Computer Science 2019-12-12 Shaoshuai Zhang , Panruo Wu

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Support for lower precision computation is becoming more common in accelerator hardware due to lower power usage, reduced data movement and increased computational performance. However, computational science and engineering (CSE) problems…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-06 Jennifer A. Loe , Christian A. Glusa , Ichitaro Yamazaki , Erik G. Boman , Sivasankaran Rajamanickam

This paper proposes a theoretical framework to address the reduced biquaternion equality-constrained total least squares (RBTLSE) problem. The objective is to find an approximate solution to the system $AX \approx B$, subject to linear…

Rings and Algebras · Mathematics 2025-06-24 Neha Bhadala

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…

Numerical Analysis · Mathematics 2016-02-24 Massimo Fornasier , Steffen Peter , Holger Rauhut , Stephan Worm

We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…

Numerical Analysis · Mathematics 2026-05-26 Yun Zeng , Jian-Feng Cai , Deren Han , Jiaxin Xie

We generalize the Rayleigh Quotient Iteration (RQI) to the problem of solving a nonlinear equation where the variables are divided into two subsets, one satisfying additional equality constraints and the other could be considered as…

Optimization and Control · Mathematics 2023-07-21 Du Nguyen

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…

Numerical Analysis · Mathematics 2024-02-14 Haibo Li

The application of eigenvalue theory to dual quaternion Hermitian matrices holds significance in the realm of multi-agent formation control. In this paper, we study the Rayleigh quotient iteration (RQI) for solving the right eigenpairs of…

Numerical Analysis · Mathematics 2024-09-25 Shan-Qi Duan , Qing-Wen Wang , Xue-Feng Duan

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox

We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…

Numerical Analysis · Mathematics 2026-03-27 Andrii Dmytryshyn , Massimiliano Fasi , Nicholas J. Higham , Xiaobo Liu
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