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  • © 2015

Hierarchical Matrices: Algorithms and Analysis

  • Matrix algorithms of almost linear cost
  • Application to matrix equations and matrix functions
  • Self-contained contents by means of five appendices
  • Includes supplementary material: sn.pub/extras

Part of the book series: Springer Series in Computational Mathematics (SSCM, volume 49)

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xxv
  2. Introductory and Preparatory Topics

    1. Front Matter

      Pages 1-2
    2. Introduction

      • Wolfgang Hackbusch
      Pages 3-24
    3. Rank-r Matrices

      • Wolfgang Hackbusch
      Pages 25-40
    4. Introductory Example

      • Wolfgang Hackbusch
      Pages 41-52
    5. Separable Expansions and Low-Rank Matrices

      • Wolfgang Hackbusch
      Pages 53-82
    6. Matrix Partition

      • Wolfgang Hackbusch
      Pages 83-116
  3. $$\mathcal{H}$$ -Matrices and Their Arithmetic

    1. Front Matter

      Pages 117-118
  4. <InlineEquation ID="IEq1"><EquationSource Format="TEX"><![CDATA[$$\mathcal{H}$$]]></EquationSource></InlineEquation>-Matrices and Their Arithmetic

    1. Definition and Properties of Hierarchical Matrices

      • Wolfgang Hackbusch
      Pages 119-154
    2. \(\mathcal{H}^{2}\)-Matrices

      • Wolfgang Hackbusch
      Pages 203-240
    3. Miscellaneous Supplements

      • Wolfgang Hackbusch
      Pages 241-275
  5. Applications

    1. Front Matter

      Pages 277-278
    2. Applications to Discretised Integral Operators

      • Wolfgang Hackbusch
      Pages 279-294
    3. Applications to Finite Element Matrices

      • Wolfgang Hackbusch
      Pages 295-319
    4. Inversion with Partial Evaluation

      • Wolfgang Hackbusch
      Pages 321-342
    5. Eigenvalue Problems

      • Wolfgang Hackbusch
      Pages 343-354
    6. Matrix Functions

      • Wolfgang Hackbusch
      Pages 355-368
    7. Matrix Equations

      • Wolfgang Hackbusch
      Pages 369-378
    8. Tensor Spaces

      • Wolfgang Hackbusch
      Pages 379-394

About this book

This self-contained monograph presents matrix algorithms and their analysis. The new technique enables not only the solution of linear systems but also the approximation of matrix functions, e.g., the matrix exponential. Other applications include the solution of matrix equations, e.g., the Lyapunov or Riccati equation. The required mathematical background can be found in the appendix.

The numerical treatment of fully populated large-scale matrices is usually rather costly. However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error. For important classes of matrices, the computational cost increases only logarithmically with the approximation error. The operations provided include the matrix inversion and LU decomposition.

Since large-scale linear algebra problems are standard in scientific computing, the subject of hierarchicalmatrices is of interest to scientists in computational mathematics, physics, chemistry and engineering.

Reviews

“Every line of the book reflects that the author is the leading expert for hierarchical matrices. … Hierarchical matrices: algorithms and analysis is without a doubt a  beautiful, comprehensive introduction to hierarchical matrices that can serve as both a graduate level textbook and a valuable resource for future research.” (Thomas Mach, Mathematical Reviews, April, 2017)

“The book ‘Hierarchical matrices: algorithms and analysis’ is a self-contained monograph which presents an efficient possibility to handle the numerical treatment of fully populatedlarge scale matrices appearing in scientific computations, and therefore it is of interest to scientists in computational mathematics, physics, chemistry and engineering.” (Constantin Popa, zbMATH 1336.65041, 2016)

Authors and Affiliations

  • Naturwissenschaften, MPI für Mathematik in den, Leipzig, Germany

    Wolfgang Hackbusch

About the author

The author is a very well-known author of Springer, working in the field of numerical mathematics for partial differential equations and integral equations. He has published numerous books in the SSCM series, e.g., about the multi-grid method, about the numerical analysis of elliptic pdes, about iterative solution of large systems of equation, and a book in German about the technique of hierarchical matrices. Hackbusch is member of the editorial board of Springer' s book series "Advances in Numerical Mathematics", "The International Cryogenics Monograph Series" and has now joined as new member of the editorial board of "Springer Series of Computational Mathematics".

Bibliographic Information

Buy it now

Buying options

eBook USD 69.99 USD 149.00
53% discount Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 89.99 USD 199.99
55% discount Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 89.99 USD 199.99
55% discount Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access