Math @ Duke

Publications [#243759] of Jianfeng Lu
Papers Published
 Lin, L; Lu, J; Ying, L, Fast construction of hierarchical matrix representation from matrixvector multiplication,
Journal of Computational Physics, vol. 230 no. 10
(2011),
pp. 40714087, ISSN 00219991 [doi]
(last updated on 2018/03/21)
Abstract: We develop a hierarchical matrix construction algorithm using matrixvector multiplications, based on the randomized singular value decomposition of lowrank 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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