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Mathematics > Numerical Analysis

Title: Adaptive multiplication of $\mathcal{H}^2$-matrices with block-relative error control

Authors: Steffen Börm
Abstract: The discretization of non-local operators, e.g., solution operators of partial differential equations or integral operators, leads to large densely populated matrices. $\mathcal{H}^2$-matrices take advantage of local low-rank structures in these matrices to provide an efficient data-sparse approximation that allows us to handle large matrices efficiently, e.g., to reduce the storage requirements to $\mathcal{O}(n k)$ for $n$-dimensional matrices with local rank $k$, and to reduce the complexity of the matrix-vector multiplication to $\mathcal{O}(n k)$ operations.
In order to perform more advanced operations, e.g., to construct efficient preconditioners or evaluate matrix functions, we require algorithms that take $\mathcal{H}^2$-matrices as input and approximate the result again by $\mathcal{H}^2$-matrices, ideally with controllable accuracy. In this manuscript, we introduce an algorithm that approximates the product of two $\mathcal{H}^2$-matrices and guarantees block-relative error estimates for the submatrices of the result. It uses specialized tree structures to represent the exact product in an intermediate step, thereby allowing us to apply mathematically rigorous error control strategies.
Subjects: Numerical Analysis (math.NA)
MSC classes: 65F55, 65N38
Cite as: arXiv:2403.01566 [math.NA]
  (or arXiv:2403.01566v2 [math.NA] for this version)

Submission history

From: Steffen Börm [view email]
[v1] Sun, 3 Mar 2024 17:08:44 GMT (31kb,D)
[v2] Thu, 7 Mar 2024 22:31:37 GMT (33kb,D)

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