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We propose an adaptive mixed precision and dynamically scaled preconditioned conjugate gradient algorithm (AMP-PCG). It dynamically adjusts the precision for storing vectors and computing, exploiting low precision when appropriate, while…

Numerical Analysis · Mathematics 2025-05-08 Yichen Guo , Eric de Sturler , Tim Warburton

We provide a rounding error analysis of a mixed-precision preconditioned Jacobi algorithm, which uses low precision to compute the preconditioner, applies it at high precision (amounting to two matrix-matrix multiplications) and solves the…

Numerical Analysis · Mathematics 2025-12-02 Nicholas J. Higham , Françoise Tisseur , Marcus Webb , Zhengbo Zhou

We present a relative forward error analysis of a mixed-precision preconditioned one-sided Jacobi algorithm, analogous to a two-sided version introduced in [N. J. Higham, F. Tisseur, M. Webb and Z. Zhou, SIAM J. Matrix Anal. Appl. 46…

Numerical Analysis · Mathematics 2026-02-23 Zhengbo Zhou , Françoise Tisseur , Marcus Webb

The locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm is a popular approach for computing a few smallest eigenvalues and the corresponding eigenvectors of a large Hermitian positive definite matrix A. In this work,…

Numerical Analysis · Mathematics 2024-05-06 Daniel Kressner , Yuxin Ma , Meiyue Shao

Our goal in this paper is to clarify the relationship between the block Lanczos and the block conjugate gradient (BCG) algorithms. Under the full rank assumption for the block vectors, we show the one-to-one correspondence between the…

Numerical Analysis · Mathematics 2025-02-25 Petr Tichý , Gérard Meurant , Dorota Šimonová

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

The preconditioned conjugate gradient (PCG) algorithm is one of the most popular algorithms for solving large-scale linear systems Ax = b, where A is a symmetric positive definite matrix. Rather than computing residuals directly, it updates…

Numerical Analysis · Mathematics 2025-11-19 Thomas Bake , Erin Carson , Yuxin Ma

The eigenvalue problem is a fundamental problem in scientific computing. In this paper, we first give the error analysis for a single step or sweep of Jacobi's method in floating point arithmetic. Then we propose a mixed precision…

Numerical Analysis · Mathematics 2025-02-25 Zhiyuan Zhang , Zheng-Jian Bai

An adapted deflation preconditioner is employed to accelerate the solution of linear systems resulting from the discretization of fracture mechanics problems with well-conditioned extended/generalized finite elements. The deflation space…

Computational Engineering, Finance, and Science · Computer Science 2022-05-11 Konstantinos Agathos , Tim Dodwell , Eleni Chatzi , Stephane P. A. Bordas

In this paper we propose a mixed precision algorithm in the context of the semi-Lagrangian discontinuous Galerkin method. The performance of this approach is evaluated on a traditional dual socket workstation as well as on a Xeon Phi and an…

Mathematical Software · Computer Science 2018-08-14 Lukas Einkemmer

The classic method for computing the spectral decomposition of a real symmetric matrix, the Jacobi algorithm, can be accelerated by using mixed precision arithmetic. The Jacobi algorithm is aiming to reduce the off-diagonal entries…

Numerical Analysis · Mathematics 2025-09-03 Zhengbo Zhou

In this report, we present a versatile and efficient preconditioned Anderson acceleration (PAA) method for fixed-point iterations. The proposed framework offers flexibility in balancing convergence rates (linear, super-linear, or quadratic)…

Numerical Analysis · Mathematics 2023-10-09 Kewang Chen , Ye Ji , Matthias Möller , Cornelis Vuik

As integrated circuits become increasingly complex, the demand for efficient and accurate simulation solvers continues to rise. Traditional solvers often struggle with large-scale sparse systems, leading to prolonged simulation times and…

Numerical Analysis · Mathematics 2025-09-12 Zijian Zhang , Rui Hong , Xuesong Chen , Shuting Cai

Hardware trends have motivated the development of mixed precision algo-rithms in numerical linear algebra, which aim to decrease runtime while maintaining acceptable accuracy. One recent development is the development of an adaptive…

Numerical Analysis · Mathematics 2023-07-11 Noaman Khan , Erin Carson

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

The use of reduced and mixed precision computing has gained increasing attention in high-performance computing (HPC) as a means to improve computational efficiency, particularly on modern hardware architectures like GPUs. In this work, we…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 Bálint Siklósi , Pushpender K. Sharma , David J. Lusher , István Z. Reguly , Neil D. Sandham

We propose the use of preconditioning in FCIQMC which, in combination with perturbative estimators, greatly increases the efficiency of the algorithm. The use of preconditioning allows a time step close to unity to be used (without…

Chemical Physics · Physics 2019-05-17 Nick S. Blunt , Alex J. W. Thom , Charles J. C. Scott

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

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 total least squares problems, i.e., solving $\min_{E,r}…

Numerical Analysis · Mathematics 2023-09-14 Eda Oktay , Erin Carson

This work proposes a mathematically founded mixed precision accumulation strategy for the inference of neural networks. Our strategy is based on a new componentwise forward error analysis that explains the propagation of errors in the…

Machine Learning · Computer Science 2025-12-03 El-Mehdi El Arar , Silviu-Ioan Filip , Theo Mary , Elisa Riccietti
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