A new data conversion method for mixed precision Krylov solvers with FP16/BF16 Jacobi preconditioners

Mixed precision Krylov solvers with the Jacobi preconditioner often show significant convergence degradation when the Jacobi preconditioner is computed in low precision such as FP16 and BF16. It is found that this convergence degradation is attributed to loss of diagonal dominance due to roundoff errors in data conversion. To resolve this issue, we propose a new data conversion method, which is designed to keep diagonal dominance of the original matrix data. The proposed method is tested by computing the Poisson equation using the conjugate gradient method, the general minimum residual method, and the biconjugate gradient stabilized method with the FP16/BF16 Jacobi preconditioner on NVIDIA V100 GPUs. Here, the new data conversion is implemented by switching the round-nearest, round-up, round-down, and round-towards-zero intrinsics in CUDA, and is called once before the main iteration. Therefore, the cost of the new data conversion is negligible. When the coefficients of matrix is continuously changed by scaling the linear system, the conventional data conversion based on the round-nearest intrinsic shows periodic changes of the convergence property depending on the difference of the roundoff errors between diagonal and off-diagonal coefficients. Here, the period and magnitude of the convergence degradation depend on the bit length of significand. On the other hand, the proposed data conversion method is shown to fully avoid the convergence degradation, and robust mixed precision computing is enabled for the Jacobi preconditioner without extra overheads.