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Mixed Precision Iterative Refinement Methods for Linear Systems: Convergence Analysis Based on Krylov Subspace Methods

  • Hartwig Anzt
  • Vincent Heuveline
  • Björn Rocker
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7134)

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 iterative refinement 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 iterative refinement methods using Krylov subspace methods as inner solver.

Keywords

Mixed Precision Iterative Refinement Linear Solvers Krylov Subspace Methods Convergence Analysis GPGPU 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Hartwig Anzt
    • 1
  • Vincent Heuveline
    • 1
  • Björn Rocker
    • 1
  1. 1.Institute for Applied and Numerical Mathematics 4Karlsruhe Institute of Technology (KIT)KarlsruheGermany

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