[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## Re: Higher precision arithmetic ?

**From**: |
Rhys Ulerich |

**Subject**: |
Re: Higher precision arithmetic ? |

**Date**: |
Thu, 8 Nov 2012 09:06:06 -0600 |

>*> Is there some way to get more resolution ? I.e. being able to compute the*
>*> inverse of matrices whose the ratio between the greatest and the smallest*
>*> eigenvalues module span 12 decades ?*
>* Perhaps we should add iterative refinement to the solver - it's cheap and it*
>* looks like it would be easy.*
>
>* ...*
>
>* I haven't played with lapack's refinement stuff on a really hard*
>* problem so I'm curious to see how it does.*
Playing with LAPACK's ?GESVX routines, e.g.
http://www.netlib.no/netlib/lapack/double/dgesvx.f would provide both
row and column rescaling in addition to performing iterative
refinement. It sounds the the former may also be important for this
problem.
- Rhys