On incomplete Cholesky factorizations in half precision arithmetic

Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner is challenging. A resurgence of interest in using low precision arithmetic makes the search for robustness more urgent and tougher. In this paper, we focus on symmetric positive definite problems and explore a number of approaches: a look-ahead strategy to anticipate break down as early as possible, the use of global shifts, and a modification of an idea developed in the field of numerical optimization for the complete Cholesky factorization of dense matrices. Our numerical simulations target highly ill-conditioned sparse linear systems with the goal of computing the factors in half precision arithmetic and then achieving double precision accuracy using mixed precision refinement.
Comment: 18 pages