Year: 2024
Type: article
Abstract: The discretization of non-local operators, e.g., solution operators of partial differential equations or integral operators, leads to large densely populated matrices. $$\mathcal {H}^2$$ H 2 -matrices take advantage of local low-rank structures in these matrices to provide an efficient data-sparse approximation that allows us to handle large matrices efficiently, e.g., to reduce the storage requirements to $$\mathcal {O}(n k)$$ O ( n k ) for n -dimensional matrices with local rank k , and to reduce the complexity of the matrix-vector multiplication to $$\mathcal {O}(n k)$$ O ( n k ) operations. In order to perform more advanced operations, e.g., to construct efficient preconditioners or evaluate matrix functions, we require algorithms that take $$\mathcal {H}^2$$ H 2 -matrices as input and approximate the result again by $$\mathcal {H}^2$$ H 2 -matrices, ideally with controllable accuracy. In this manuscript, we introduce an algorithm that approximates the product of two $$\mathcal {H}^2$$ H 2 -matrices in $$\mathcal {O}(n k^2 \log n)$$ O ( n k 2 log n ) operations and guarantees block-relative error estimates for the submatrices of the result. It uses specialized tree structures to represent the exact product in an intermediate step, thereby allowing us to apply mathematically rigorous error control strategies.
Source: Numerical Algorithms
Author: Steffen Börm
Institution: Christian-Albrechts-Universität zu Kiel
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,090
OpenAlex ID: W4405828807