A Fast Direct Solver for Structured Linear Systems by Recursive Skeletonization

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the original matrix into a larger but highly structured sparse one t...

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Bibliographic Details
Published in:	SIAM journal on scientific computing Vol. 34; no. 5; pp. A2507 - A2532
Main Authors:	Ho, Kenneth L., Greengard, Leslie
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2012
Subjects:	Algorithms Applied mathematics Approximation Decomposition Integral equations Iterative methods Methods Sparsity
ISSN:	1064-8275, 1095-7197
Online Access:	Get full text
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