Journal ArticleDOI
An $$\mathcal O (N \log N)$$O(NlogN) Fast Direct Solver for Partial Hierarchically Semi-Separable Matrices
Sivaram Ambikasaran,Eric Darve +1 more
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The key ingredients behind this fast solver are recursion, efficient low rank factorization using Chebyshev interpolation, and the Sherman–Morrison–Woodbury formula.Abstract:
This article describes a fast direct solver (i.e., not iterative) for partial hierarchically semi-separable systems. This solver requires a storage of $$\mathcal O (N \log N)$$ O ( N log N ) and has a computational complexity of $$\mathcal O (N \log N)$$ O ( N log N ) arithmetic operations. The numerical benchmarks presented illustrate the method in the context of interpolation using radial basis functions. The key ingredients behind this fast solver are recursion, efficient low rank factorization using Chebyshev interpolation, and the Sherman---Morrison---Woodbury formula. The algorithm and the analysis are worked out in detail. The performance of the algorithm is illustrated for a variety of radial basis functions and target accuracies.read more
Citations
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Fast Direct Methods for Gaussian Processes
TL;DR: In this paper, the authors show that for the most commonly used covariance functions, the matrix $C$ can be hierarchically factored into a product of block low-rank updates of the identity matrix, yielding an $\mathcal {O} (n\,\log^2, n)$ algorithm for inversion.
Journal ArticleDOI
Hierarchical Interpolative Factorization for Elliptic Operators: Differential Equations
Kenneth L. Ho,Lexing Ying +1 more
TL;DR: This paper introduces the hierarchical interpolative factorization for integral equations (HIF‐IE) associated with elliptic problems in two and three dimensions, and conjecture that constructing, applying, and inverting the factorization all have linear or quasilinear complexity.
Journal ArticleDOI
A fast block low-rank dense solver with applications to finite-element matrices
TL;DR: A fast solver for the dense "frontal" matrices that arise from the multifrontal sparse elimination process of 3D elliptic PDEs, using the HODLR direct solver as a preconditioner to the GMRES iterative scheme to reach machine accuracy much faster than a conventional LU solver.
Journal ArticleDOI
An immersed boundary method for rigid bodies
TL;DR: In this article, an immersed boundary (IB) method for modeling flows around fixed or moving rigid bodies that is suitable for a broad range of Reynolds numbers, including steady Stokes flow, is presented.
Book
Scalable Algorithms for Data and Network Analysis
TL;DR: This tutorial surveys a family of algorithmic techniques for the design of provably-good scalable algorithms and illustrates the use of these techniques by a few basic problems that are fundamental in network analysis, particularly for the identification of significant nodes and coherent clusters/communities insocial and information networks.
References
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GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems
Youcef Saad,Martin H. Schultz +1 more
TL;DR: An iterative method for solving linear systems, which has the property of minimizing at every step the norm of the residual vector over a Krylov subspace.
Journal ArticleDOI
Methods of Conjugate Gradients for Solving Linear Systems
TL;DR: An iterative algorithm is given for solving a system Ax=k of n linear equations in n unknowns and it is shown that this method is a special case of a very general method which also includes Gaussian elimination.
Journal ArticleDOI
A fast algorithm for particle simulations
TL;DR: An algorithm is presented for the rapid evaluation of the potential and force fields in systems involving large numbers of particles whose interactions are Coulombic or gravitational in nature, making it considerably more practical for large-scale problems encountered in plasma physics, fluid dynamics, molecular dynamics, and celestial mechanics.
Journal ArticleDOI
BI-CGSTAB: a fast and smoothly converging variant of BI-CG for the solution of nonsymmetric linear systems
TL;DR: Numerical experiments indicate that the new variant of Bi-CG, named Bi- CGSTAB, is often much more efficient than CG-S, so that in some cases rounding errors can even result in severe cancellation effects in the solution.