Fast construction of hierarchical matrix representation from matrix-vector multiplication
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Publication:544585
DOI10.1016/J.JCP.2011.02.033zbMATH Open1218.65038arXiv1001.0149OpenAlexW2169370352MaRDI QIDQ544585FDOQ544585
Authors: Lexing Ying, Lin Lin, Jianfeng Lu 
Publication date: 15 June 2011
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: We develop a hierarchical matrix construction algorithm using matrix-vector multiplications, based on the randomized singular value decomposition of low-rank matrices. The algorithm uses applications of the matrix on structured random test vectors and extra computational cost, where is the dimension of the unknown matrix. Numerical examples on constructing Green's functions for elliptic operators in two dimensions show efficiency and accuracy of the proposed algorithm.
Full work available at URL: https://arxiv.org/abs/1001.0149
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fast algorithmnumerical examplesGreen's functionelliptic operatormatrix-vector multiplicationrandomized singular value decompositionhierarchical matrix construction
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Integral representations of solutions to PDEs (35C15) Boundary element methods for boundary value problems involving PDEs (65N38)
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