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Mixed precision GMRES-based iterative refinement with recycling

Oktay, EdaCarson, Erin — 2023

Programs and Algorithms of Numerical Mathematics

With the emergence of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes for solving linear systems A x = b have recently been developed. However, in certain settings, GMRES may require too many iterations per refinement step, making it potentially more expensive than the alternative of recomputing the LU factors in a higher precision. In this work, we incorporate the idea of Krylov subspace recycling, a well-known technique for reusing information across sequential invocations,...

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