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Using Mixed Precision in Low-Synchronization Reorthogonalized Block Classical Gram-Schmidt

by   Eda Oktay, et al.

Using lower precision in algorithms can be beneficial in terms of reducing both computation and communication costs. Motivated by this, we aim to further the state-of-the-art in developing and analyzing mixed precision variants of iterative methods. In this work, we focus on the block variant of low-synchronization classical Gram-Schmidt with reorthogonalization, which we call BCGSI+LS. We demonstrate that the loss of orthogonality produced by this orthogonalization scheme can exceed O(u)Îș(𝒳), where u is the unit roundoff and Îș(𝒳) is the condition number of the matrix to be orthogonalized, and thus we can not in general expect this to result in a backward stable block GMRES implementation. We then develop a mixed precision variant of this algorithm, called BCGSI+LS-MP, which uses higher precision in certain parts of the computation. We demonstrate experimentally that for a number of challenging test problems, our mixed precision variant successfully maintains a loss of orthogonality below O(u)Îș(𝒳). This indicates that we can achieve a backward stable block GMRES algorithm that requires only one synchronization per iteration.


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