Numerical Relativity is a mature field with many applications in Astrophysics, Cosmology and even in Fundamental Physics. As such, we are entering a stage in which new sophisticated methods adapted to open problems are being developed. In this paper, we advocate the use of Pseudo-Spectral Collocation (PSC) methods in combination with high-order precision arithmetic for Numerical Relativity problems with high accuracy and performance requirements. The PSC method provides exponential convergence (for smooth problems, as is the case in many problems in Numerical Relativity) and we can use different bit precision without the need of changing the structure of the numerical algorithms. Moreover, the PSC method provides high-compression storage of the information. We introduce a series of techniques for combining these tools and show their potential in two problems in relativistic gravitational collapse: (i) The classical Choptuik collapse, estimating with arbitrary precision the location of the apparent horizon. (ii) Collapse in asympotically anti-de Sitter spacetimes, showing that the total energy is preserved by the numerical evolution to a very high degree of precision.
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