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Applied Mathematics Graduate Student Seminar: James Garrison, NC State, Randomized Preconditioned Cholesky-QR in Mixed Precision
September 23 | 3:00 pm - 4:00 pm EDT
We analyze a randomized preconditioned Cholesky-QR algorithm for computing the thin QR factorization of real matrices with full rank. Using a perturbation analysis that is transparent and identifies clearly all factors that contribute to error amplification, we identify steps of the algorithm that can be performed in lower precision while maintaining accuracy. The numerical experiments demonstrate the accuracy of the mixed precision variant for matrices of varying sizes.