Numerically Stable Cholesky-QR on GPU via Mixed-Precision Randomized Preconditioning

James E. Garrison, Chao Chen, Ilse C. F. Ipsen

Cholesky-QR is among the fastest algorithms for computing the thin QR factorization of tall-and-skinny matrices on GPUs, relying entirely on BLAS-3 operations. However, it is numer…