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Hierarchical Interpolative Factorization for Elliptic Operators: Integral Equations
Author(s) -
L. Ho Kenneth,
Ying Lexing
Publication year - 2016
Publication title -
communications on pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.12
H-Index - 115
eISSN - 1097-0312
pISSN - 0010-3640
DOI - 10.1002/cpa.21577
Subject(s) - mathematics , incomplete lu factorization , factorization , solver , preconditioner , discretization , matrix decomposition , elliptic operator , dimension (graph theory) , operator (biology) , algorithm , mathematical optimization , mathematical analysis , pure mathematics , eigenvalues and eigenvectors , iterative method , chemistry , quantum mechanics , biochemistry , physics , repressor , transcription factor , gene
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.© 2016 Wiley Periodicals, Inc.