Jonathan Hogg (Rutherford Appleton Laboratory and University of Edinburgh)

Mixed precision solution of linear systems
Joint work with Jennifer Scott.
Wednesday 12 November 2008 at 15.30, JCMB 6206


Interior Point Methods involve the solution of many large sparse symmetric linear systems. The main bottleneck involved in the solution of these systems is memory bandwidth. Through the use of single precision arithmetic we can halve the amount of floating point data we move through memory, resulting in a significant gain in speed of a sparse factorization. If double precision accuracy is desired it can normally be recovered through the use of iterative methods preconditioned by the sparse factorization.

We report our investigations into the practical success of these methods and describe a new code HSL_MA79 which implements them. Numerical results for a wide range of problems including those drawn from Optimisation are presented.

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