The LR Cholesky algorithm for symmetric hierarchical matrices / Peter Benner, Thomas Mach
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Discovery
87031954X
URN
urn:nbn:de:gbv:3:2-63966
DOI
ISBN
ISSN
Autorin / Autor
Beiträger
Erschienen
Magdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, February 28, 2012
Umfang
1 Online-Ressource (14 Seiten = 0,52 MB) : Diagramme
Ausgabevermerk
Sprache
eng
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Inhaltliche Zusammenfassung
Abstract: We investigate the application of the LR Cholesky algorithm to symmetric hierarchical matrices, symmetric simple structured hierarchical matrices and symmetric hierarchically semiseparable (HSS) matrices. The data-sparsity of these matrices make the otherwise expensive LR Cholesky algorithm applicable, as long as the data-sparsity is preserved. We will see in an example that the data-sparsity of hierarchical matrices is not well preserved. We will explain this behavior by applying a theorem on the structure preservation of diagonal plus semiseparable matrices under LR Cholesky transformations. Therefore we have to give a new more constructive proof for the theorem. We will show that the structure of ℋℓ -matrices is almost preserved and so the LR Cholesky algorithm is of almost quadratic complexity for ℋℓ-matrices.
Schriftenreihe
Max Planck Institute Magdeburg Preprints ; 12-05 ppn:870173030