Mixed Precision Error Correction Methods for Linear Systems: Convergence Analysis based on Krylov Subspace Methods

  • Hartwig Anzt (Author)
  • Vincent Heuveline (Author)
    Engineering Mathematics and Computing Lab (EMCL), Interdisciplinary Center for Scientific Computing (IWR), Heidelberg University
  • Björn Rocker (Author)

Abstract

The convergence analysis of Krylov subspace solvers usually provides an estimation for the computational cost. Exact knowledge about the convergence theory of error correction methods using different floating point precision formats would enable to determine a priori whether the implementation of a mixed precision error correction solver using a certain Krylov subspace method as error correction solver outperforms the plain solver in high precision. This paper reveals characteristics of mixed precision error correction methods using Krylov subspace methods as inner solver.

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The Engineering Mathematics and Computing Lab (EMCL), directed by Prof. Dr. Vincent Heuveline, is a research group at the Interdisciplinary Center for Scientific Computing (IWR).

The EMCL Preprint Series contains publications that were accepted for the Preprint Series of the EMCL and are planned to be published in journals, books, etc. soon.

The EMCL Preprint Series was published under the roof of the Karlsruhe Institute of Technology (KIT) until April 30, 2013. As from May 01, 2013 it is published under the roof of Heidelberg University.

Published
2010-07-01
Language
en