利用GMRES中的可变精度
Exploiting variable precision in GMRES
摘要:
我们描述了如何变精度浮点运算可以使用在迭代求解器GMRES。我们展示了如何在算法中进行的内积的精度可以减少迭代进行,而不影响迭代的收敛速度或最终精度。我们的分析明确考虑到由此产生的损失的正交性的Arnoldi向量。我们还展示了如何不精确的矩阵向量产品可以纳入此设置。
英文摘要:
We describe how variable precision floating point arithmetic can be used in the iterative solver GMRES. We show how the precision of the inner products carried out in the algorithm can be reduced as the iterations proceed, without affecting the convergence rate or final accuracy achieved by the iterates. Our analysis explicitly takes into account the resulting loss of orthogonality in the Arnoldi vectors. We also show how inexact matrix-vector products can be incorporated into this setting.
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