Note: This content is accessible to all versions of every browser. However, this browser does not seem to support current Web standards, preventing the display of our site's design details.


Fixed-Point Lanczos with Analytical Variable Bounds


J.L. Jerez

SIAMLA - Conference on Applied Linear Algebra, Valencia, Spain

We consider the problem of establishing analytical bounds on all variables calculated during the symmetric Lanczos process with the objective of enabling fixed-point im- plementations with no overflow. Current techniques fail to provide practical bounds for nonlinear recursive algorithms. We employ a diagonal preconditioner to control the range of all variables, regardless of the condition number of the original matrix. Linear algebra techniques are used to prove the proposed bounds. It is shown that the result- ing fixed-point implementations can lead to similar numerical behaviour as with double precision floating-point while providing very significant performance improvements in custom hardware implementations.


Type of Publication:


File Download:

Request a copy of this publication.
(Uses JavaScript)
% No recipe for automatically generating a BibTex entry for (06)Talk
Permanent link