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SUMMARY:Nicholas J. Higham (University of Manchester\, UK)
DTSTART:20200429T140000Z
DTEND:20200429T150000Z
DTSTAMP:20260423T022008Z
UID:E-NLA/2
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/E-NLA/2/">Ar
 e Numerical Linear Algebra Algorithms Accurate at Extreme Scale and at Low
  Precisions?</a>\nby Nicholas J. Higham (University of Manchester\, UK) as
  part of E-NLA - Online seminar series on numerical linear algebra\n\n\nAb
 stract\nThe advent of exascale computing will bring the capability to solv
 e dense linear systems of order $10^8$. At the same time\, computer hardwa
 re is increasingly supporting low precision floating-point arithmetics\, s
 uch as the IEEE half precision and bfloat16 arithmetics.  The standard rou
 nding error bound for the inner product of two $n$-vectors $x$ and $y$ is 
 $|fl(x^Ty) - x^Ty| \\le n u |x|^T|y|$\,   where $u$ is the unit roundoff\,
  and the bound is approximately attainable.  This bound provides useful in
 formation only if $nu < 1$.  Yet $nu > 1$ for exascale-size problems solve
 d in single precision and also for problems of order $n > 2048$ solved in 
 half precision. Standard error bounds for matrix multiplication\, LU facto
 rization\, and so on\, are equally uninformative in these situations. Yet 
 the supercomputers in the TOP500 are there by virtue of having successfull
 y solved linear systems of orders up to $10^7$\, and deep learning impleme
 ntations routinely use half precision with apparent success.\n\nHave we re
 ached the point where our techniques for analyzing rounding errors\, honed
  over 70 years of digital computation\,  are unable to predict the accurac
 y of numerical linear algebra computations that are now routine? I will sh
 ow that the answer is "no": we can understand the behaviour of extreme-sca
 le and low accuracy computations. The explanation lies in algorithmic desi
 gn techniques (both new and old) that help to reduce error growth along wi
 th a new probabilistic approach to rounding error analysis.\n
LOCATION:https://researchseminars.org/talk/E-NLA/2/
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