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Accelerating Multiple-Precision LU Decomposition with Ozaki Scheme II

Kouya, Tomonori
arXiv (All) · Papers
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numerical-analysis
Solving ill-conditioned linear systems needs LU decomposition in precisions beyond binary64. The standard approaches -- GMP/MPFR, or multi-component arithmetic such as double-double -- leave every scalar multiply-add inside the O(n^3) update in multiple precision, and so cannot exploit the low-preci
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