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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. would provide both
row and column rescaling in addition to performing iterative
refinement.  It sounds the the former may also be important for this

- Rhys

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