Fast construction of hierarchical matrix representation from matrix-vector multiplication
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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.
Published Version (Please cite this version)10.1016/j.jcp.2011.02.033
Publication InfoLin, L; Lu, Jianfeng; & Ying, L (2011). Fast construction of hierarchical matrix representation from matrix-vector multiplication. Journal of Computational Physics, 230(10). pp. 4071-4087. 10.1016/j.jcp.2011.02.033. Retrieved from http://hdl.handle.net/10161/14064.
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