Discretization-error-accurate mixed-precision multigrid solvers

TL;DR

This paper extends multigrid solver theory to include quantization errors from mixed-precision storage, enabling discretization-error-accurate solutions for elliptic PDEs with minimal precision levels.

Contribution

It introduces a theory accounting for quantization errors in mixed-precision multigrid methods and guides precision choices for reliable, efficient PDE solutions.

Findings

Quantization errors dominate as discretization refines.

V-cycle correction is resilient to quantization, even with indefinite matrices.

Few bits of precision per level suffice for accurate solutions.

Abstract

This paper builds on the algebraic theory in the companion paper [Algebraic Error Analysis for Mixed-Precision Multigrid Solvers] to obtain discretization-error-accurate solutions for linear elliptic partial differential equations (PDEs) by mixed-precision multigrid solvers. It is often assumed that the achievable accuracy is limited by discretization or algebraic errors. On the contrary, we show that the quantization error incurred by simply storing the matrix in any fixed precision quickly begins to dominate the total error as the discretization is refined. We extend the existing theory to account for these quantization errors and use the resulting bounds to guide the choice of four different precision levels in order to balance quantization, algebraic, and discretization errors in the progressive-precision scheme proposed in the companion paper. A remarkable result is that while iterative refinement is susceptible to quantization errors during the residual and update computation, the V-cycle used to compute the correction in each iteration is much more resilient, and continues to work if the system matrices in the hierarchy become indefinite due to quantization. As a result, the V-cycle only requires relatively few bits of precision per level. Based on our findings, we outline a simple way to implement a progressive precision FMG solver with minimal overhead, and demonstrate as an example that the one dimensional biharmonic equation can be solved reliably to any desired accuracy using just a few V-cycles when the underlying smoother works well. In the process we also confirm many of the theoretical results numerically.