Mixed-precision pre-pivoting strategy for the LU factorization

Abstract

This paper investigates the efficient application of half-precision floating-point (FP16) arithmetic on GPUs for boosting LU decompositions in double (FP64) precision. Addressing the motivation to enhance computational efficiency, we introduce two novel algorithms: Pre-Pivoted LU (PRP) and Mixed-precision Panel Factorization (MPF). Deployed in both hybrid CPU-GPU setups and native GPU-only configurations, PRP identifies pivot lists through LU decomposition computed in reduced precision and subsequently reorders matrix rows in FP64 precision before executing LU decomposition without pivoting. Two variants of PRP, namely hPRP and xPRP, are introduced, differing in their computation of pivot lists in full half-precision or mixed half-single precision. The MPF algorithm generates FP64 LU factorization while internally utilizing hPRP for panel factorization, showcasing accuracy on par with standard DGETRF but with superior speed. The study further explores auxiliary functions required for the native mode implementation of PRP variants and MPF.