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Massive parallel implementation of ODE solvers

Fischer, Cyril (2013)

Programs and Algorithms of Numerical Mathematics

The presented contribution maps the possibilities of exploitation of the massive parallel computational hardware (namely GPU) for solution of the initial value problems of ordinary differential equations. Two cases are discussed: parallel solution of a single ODE and parallel execution of scalar ODE solvers. Whereas the advantages of the special architecture in the case of a single ODE are problematic, repeated solution of a single ODE for different data can profit from the parallel...

Mixed precision GMRES-based iterative refinement with recycling

Oktay, Eda, Carson, 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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