Simple non-extensive sparsification of the hierarchical matrices

Daria A. Sushnikova, Ivan V. Oseledets

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we consider the matrices approximated in H 2 format. The direct solution, as well as the preconditioning of systems with such matrices, is a challenging problem. We propose a non-extensive sparse factorization of the H 2 matrix that allows to substitute direct H 2 solution with the solution of the system with an equivalent sparse matrix of the same size. The sparse factorization is constructed of parameters of the H 2 matrix. In the numerical experiments, we show the consistency of this approach in comparison with the other approximate block low-rank hierarchical solvers, such as HODLR [3], H2Lib [5], and IFMM [11].

Original languageEnglish
Article number52
JournalAdvances in Computational Mathematics
Volume46
Issue number4
DOIs
Publication statusPublished - 1 Jul 2020

Keywords

  • H matrix
  • Preconditioning
  • Sparse factorization

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