Academic Journal

ROUNDING ERROR ANALYSIS OF MIXED PRECISION BLOCK HOUSEHOLDER QR ALGORITHMS.

Bibliographic Details
Title: ROUNDING ERROR ANALYSIS OF MIXED PRECISION BLOCK HOUSEHOLDER QR ALGORITHMS.
Authors: YANG, L. MINAH, FOX, ALYSON, SANDERS, GEOFFREY
Source: SIAM Journal on Scientific Computing; 2021, Vol. 43 Issue 3, pA1723-A1753, 31p
Subject Terms: Algorithms, Numerical analysis, Arithmetic
Abstract: Although mixed precision arithmetic has recently garnered interest for training dense neural networks, many other applications could benefit from the speedups and lower storage cost if applied appropriately. The growing interest in employing mixed precision computations motivates the need for rounding error analysis that properly handles behavior from mixed precision arithmetic. We develop mixed precision variants of existing Householder QR algorithms and show error analyses supported by numerical experiments. [ABSTRACT FROM AUTHOR]
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Database: Complementary Index
Description
ISSN:10648275
DOI:10.1137/19M1296367