The stability of split-preconditioned FGMRES in four precisions

Fuente: arXiv
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Auteurs principaux: Carson, Erin, Daužickaitė, Ieva
Format: Preprint
Publié: 2023
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author Carson, Erin
Daužickaitė, Ieva
author_facet Carson, Erin
Daužickaitė, Ieva
contents We consider the split-preconditioned FGMRES method in a mixed precision framework, in which four potentially different precisions can be used for computations with the coefficient matrix, application of the left preconditioner, application of the right preconditioner, and the working precision. Our analysis is applicable to general preconditioners. We obtain bounds on the backward and forward errors in split-preconditioned FGMRES. Our analysis further provides insight into how the various precisions should be chosen; under certain assumptions, a suitable selection guarantees a backward error on the order of the working precision.
format Preprint
id arxiv_https___arxiv_org_abs_2303_11901
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle The stability of split-preconditioned FGMRES in four precisions
Carson, Erin
Daužickaitė, Ieva
Numerical Analysis
We consider the split-preconditioned FGMRES method in a mixed precision framework, in which four potentially different precisions can be used for computations with the coefficient matrix, application of the left preconditioner, application of the right preconditioner, and the working precision. Our analysis is applicable to general preconditioners. We obtain bounds on the backward and forward errors in split-preconditioned FGMRES. Our analysis further provides insight into how the various precisions should be chosen; under certain assumptions, a suitable selection guarantees a backward error on the order of the working precision.
title The stability of split-preconditioned FGMRES in four precisions
topic Numerical Analysis
url https://arxiv.org/abs/2303.11901