Fast construction of hierarchical matrix representation from matrix-vector multiplication
Publication
, Journal Article
Lin, L; Lu, J; Ying, L
Published in: Journal of Computational Physics
January 1, 2011
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 O(logn) applications of the matrix on structured random test vectors and O(nlogn) extra computational cost, where n 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. © 2011 Elsevier Inc.
Duke Scholars
Published In
Journal of Computational Physics
DOI
EISSN
1090-2716
ISSN
0021-9991
Publication Date
January 1, 2011
Volume
230
Issue
10
Start / End Page
4071 / 4087
Related Subject Headings
- Applied Mathematics
- 51 Physical sciences
- 49 Mathematical sciences
- 40 Engineering
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences
Citation
APA
Chicago
ICMJE
MLA
NLM
Lin, L., Lu, J., & Ying, L. (2011). Fast construction of hierarchical matrix representation from matrix-vector multiplication. Journal of Computational Physics, 230(10), 4071–4087. https://doi.org/10.1016/j.jcp.2011.02.033
Lin, L., J. Lu, and L. Ying. “Fast construction of hierarchical matrix representation from matrix-vector multiplication.” Journal of Computational Physics 230, no. 10 (January 1, 2011): 4071–87. https://doi.org/10.1016/j.jcp.2011.02.033.
Lin L, Lu J, Ying L. Fast construction of hierarchical matrix representation from matrix-vector multiplication. Journal of Computational Physics. 2011 Jan 1;230(10):4071–87.
Lin, L., et al. “Fast construction of hierarchical matrix representation from matrix-vector multiplication.” Journal of Computational Physics, vol. 230, no. 10, Jan. 2011, pp. 4071–87. Scopus, doi:10.1016/j.jcp.2011.02.033.
Lin L, Lu J, Ying L. Fast construction of hierarchical matrix representation from matrix-vector multiplication. Journal of Computational Physics. 2011 Jan 1;230(10):4071–4087.
Published In
Journal of Computational Physics
DOI
EISSN
1090-2716
ISSN
0021-9991
Publication Date
January 1, 2011
Volume
230
Issue
10
Start / End Page
4071 / 4087
Related Subject Headings
- Applied Mathematics
- 51 Physical sciences
- 49 Mathematical sciences
- 40 Engineering
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences