Randomized Mixed-Precision Solution of Least Squares Problems

Ilse Ipsen examines full-column-rank least-squares systems solved through normal equations with symmetric or nonsymmetric randomized preconditioning computed at lower arithmetic precision. Effective preconditioning can deliver accuracy close to QR-based MATLAB backslash even for badly conditioned matrices. The analysis separates the solution's accuracy from the accuracy of the preconditioner: the original least-squares residual controls the error. The talk develops realistic relative-error perturbation bounds. Joint work with James Garrison.