Publications
My work on mixed-precision Jacobi algorithms, with links to papers, accompanying code, and related blog posts.
Preprints
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Computing Accurate Singular Vectors and Eigenvectors using Mixed-Precision Jacobi Algorithms
Extends the analysis from values to vectors, relating their accuracy to relative spectral gaps and the conditioning of the preconditioned matrix.
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Computing Accurate Singular Values using a Mixed-Precision One-sided Jacobi Algorithm
Uses low-precision preconditioning and a high-precision matrix product to improve singular value accuracy.
Peer-reviewed publications
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Computing Accurate Eigenvalues using a Mixed-Precision Jacobi Algorithm
Combines low-precision preconditioning with Jacobi iteration to improve eigenvalue accuracy for ill-conditioned positive definite matrices.