Math @ Duke
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Publications [#243759] of Jianfeng Lu
Papers Published
- Lin, L; Lu, J; Ying, L, Fast construction of hierarchical matrix representation from matrix-vector multiplication,
Journal of Computational Physics, vol. 230 no. 10
(January, 2011),
pp. 4071-4087, Elsevier BV, ISSN 0021-9991 [doi]
(last updated on 2024/09/17)
Abstract: 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.
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