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Hierarchical Interpolative Factorization for Elliptic Operators: Integral Equations

delete2015-05-04
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K
Kenneth L. Ho *
L
Lexing Ying
DOI:10.1002/cpa.21577delete
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Abstract

Abstract

En 中文
This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU decomposition that permits the efficient application of the discretized operator and its inverse. HIF-IE is based on the recursive skeletonization algorithm but incorporates a novel combination of two key features: (1) a matrix factorization framework for sparsifying structured dense matrices and (2) a recursive dimensional reduction strategy to decrease the cost. Thus, higher-dimensional problems are effectively mapped to one dimension, and we conjecture that constructing, applying, and inverting the factorization all have linear or quasilinear complexity. Numerical experiments support this claim and further demonstrate the performance of our algorithm as a generalized fast multipole method, direct solver, and preconditioner. HIF-IE is compatible with geometric adaptivity and can handle both boundary and volume problems. MATLAB (R) codes are freely available. (C) 2016 Wiley Periodicals, Inc.
Keywords:
FAST DIRECT SOLVER
STRUCTURED LINEAR-SYSTEMS
ALGORITHM
MATRIX
SCATTERING
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Journal

Communications on Pure and Applied Mathematics cover
Communications on Pure and Applied Mathematics
IF:
2.7
Papers:
1.5K
Citations:
1.1W

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S
Stanford University
Scholars:
9.6W
Papers: 8.2W
Citations: 17.0W