Developing robust incomplete Cholesky factorizations in half precision arithmetic

Scott, J. ORCID: https://orcid.org/0000-0003-2130-1091 and Tůma, M. (2025) Developing robust incomplete Cholesky factorizations in half precision arithmetic. Numerical Algorithms. ISSN 1572-9265 doi: 10.1007/s11075-025-02015-x

Abstract/Summary

Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner is challenging. A resurgence of interest in using low precision arithmetic makes the search for robustness more important and more challenging. In this paper, we focus on ill-conditioned symmetric positive definite problems and explore a number of approaches for preventing and handling breakdowns: prescaling of the system matrix, a look-ahead strategy to anticipate breakdown as early as possible, the use of global shifts, and a modification of an idea developed in the field of numerical optimization for the complete Cholesky factorization of dense matrices. Our numerical simulations target highly ill-conditioned sparse linear systems with the goal of computing the factors in half precision arithmetic and then achieving double precision accuracy using mixed precision refinement. We also consider the often overlooked issue of growth in the sizes of entries in the factors that can occur when using any precision and can render the computed factors ineffective as preconditioners.

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/120344
Item Type	Article
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Publisher	Springer
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