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What is Mixed-Precision Cholesky QR Factorization and Its about?

This paper presents a mixed-precision Cholesky QR (CholQR) factorization method that enhances numerical stability for orthonormalizing tall-skinny matrices on multicore CPUs with multiple GPUs. The mixed-precision approach selectively uses double precision for intermediate results, resulting in a linear dependence of orthogonality error on the condition number of the input matrix. Performance studies demonstrate that this method can improve both the numerical stability and performance of Krylov subspace pro

Author
therlf2000
Language
EN