报告题目：A Mixed Precision Jacobi SVD Algorithm

报告时间：2021-12-09  10:00-11:00

报告人：邵美悦 复旦大学大数据学院青年研究员

腾讯会议ID：776-537-280

报告链接：https://meeting.tencent.com/dm/fQbidySh8bid

Abstract：We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and then performs one-sided Jacobi rotations in the working precision as iterative refinement. By carefully transforming a lower precision solution to a higher precision one, our algorithm achieves about 2× speedup compared to the usual one-sided Jacobi SVD algorithm in LAPACK, without sacrificing the accuracy.