EXPLOITING LOWER PRECISION ARITHMETIC IN SOLVING SYMMETRIC POSITIVE DEFINITE LINEAR SYSTEMS AND LEAST SQUARES PROBLEMS
SIAM JOURNAL ON SCIENTIFIC COMPUTING(2021)
Key words
symmetric positive definite matrix,Cholesky factorization,diagonal scaling,half precision arithmetic,mixed precision,bfloat16,fp16,overflow,underflow,iterative refinement,linear system,least squares problem,normal equations,GMRES,conjugate gradient method,preconditioning
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