Department of Electrical Engineering and Computer Science



Technical Reports


“Mixed-precision Orthogonalization Scheme and Adaptive Step Size for CA-GMRES on GPUs”


Ichitaro Yamazaki and Stanimire Tomov and Tingxing Dong and Jack Dongarra

Published  June 23, 2014  as  ut-eecs-14-730



We propose a mixed-precision orthogonalization scheme that takes the input matrix in a standard 32 or 64-bit floating-point precision, but accumulates its intermediate results in the doubled-precision. For a 64-bit input matrix, we use software emulation for the higher-precision arithmetics. Compared with the standard orthogonalization scheme, we require about 8:5 more computation but a much smaller increase in communication. Since the computation is becoming less expensive compared to the communication on new and emerging architectures, the relative cost of our mixed-precision scheme is decreasing. Our case studies with CA-GMRES on a GPU demonstrate that using mixed-precision for this small but critical segment of CA-GMRES can improve not only its overall numerical stability but also, in some cases, its performance. We also study an adaptive scheme to dynamically adjust the step size of the matrix powers kernel. Our experiments on multiple GPUs show that a near optimal step size can be chosen based on the performance measurements from the first restart loop of CA-GMRES.



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