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arxiv: 1703.09085 · v3 · pith:AGFOL6CInew · submitted 2017-03-27 · 🧮 math.NA · cs.NA

Hierarchical matrix arithmetic with accumulated updates

classification 🧮 math.NA cs.NA
keywords low-rankmatricesupdatesalgorithmhierarchicalpreconditionerssetupaccumulated
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Hierarchical matrices can be used to construct efficient preconditioners for partial differential and integral equations by taking advantage of low-rank structures in triangular factorizations and inverses of the corresponding stiffness matrices. The setup phase of these preconditioners relies heavily on low-rank updates that are responsible for a large part of the algorithm's total run-time, particularly for matrices resulting from three-dimensional problems. This article presents a new algorithm that significantly reduces the number of low-rank updates and can reduce the setup time by 50 percent or more.

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