Randomized Mixed Precision Algorithms for Large Scale Linear Algebra Problems

Prof. Laura Grigori, EPFL and PSI

Wednesday, June 10, 2026, 2:00-2:40 pm UTC (30 min talk + 10 min questions)
7 am PDT / 9 am CDT / 10 am EDT / 2 pm UTC / 4 pm CEST / 11 pm JST

Participation is free, but registration is required
Registration link: https://siam.zoom.us/webinar/register/WN_Tgb2dUwqRUeiQ0r7tUriqA

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Abstract:

We will discuss randomized mixed-precision algorithms introduced in recent years for solving large-scale linear and multilinear algebra problems. These methods rely on a powerful dimensionality reduction technique that enables the use of optimized kernels and mixed precision while providing numerical guarantees with high probability. We first discuss the sketching operation and present communication-optimal algorithms for different types of random sketching matrices, including dense, sparse, and structured matrices. We then focus in particular on solving linear systems of equations and eigenvalue problems, as well as their integration into applications as materials science. All these algorithms are becoming available in RandMixPack, a library developed in our group for GPU and CPU architectures.

Bio:

Professor Laura Grigori holds the chair of high-performance numerical algorithms and simulation at EPFL and is the Head of the Laboratory for Simulation and Modelling at Paul Scherrer Institute, Switzerland.  Her field of expertise is numerical linear, multilinear algebra, high-performance scientific computing and data analysis for challenging applications ranging from astrophysics to molecular simulations. She is a SIAM Fellow and the recipient of an ERC Synergy Grant. In 2024 she was awarded the SIAM SIAG Supercomputing Career prize in acknowledgement of her outstanding contributions to scientific computing,  particularly communication-avoiding algorithms. For her work on communication-avoiding algorithms, she was awarded with her co-authors the SIAM Siag on Supercomputing Best Paper Prize 2016 for the most outstanding paper published in a refereed journal in 2012-2015 in the field of high-performance computing. Among others, she was the chair of PRACE Scientific Steering Committee, the Chair of the SIAM special interest group on supercomputing, and served as a member of SIAM Council between 2018 and 2023.