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An experiment with arithmetic precision in linear algebra computations
Authors:I. Duff  J. Laminie  A. Lichnewsky  F. Thomasset
Abstract:Several techniques for experimental determination of floating point precision in practical computations are examined, and applied to linear algebra algorithms. These techniques are simple enough to be directly applicable to existing production codes, requiring a very limited amount of software on many machines, and yet they yield interesting information on the numerical precision of a computation. Our choice of linear algebra algorithms includes a direct solver (namely the MA32 program from the Harwell Library) and several variants of preconditioned conjugate gradients (the methods DIAG, INV, MINV and POL of Reference 1). The results may be of interest as method selection criteria, and thus complement Mflop performance data available from several sources.
Keywords:Floating Point Arithmetic  Rounding Errors Accuracy  Linear Algebra
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