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Journal of Scientific Computing

, Volume 57, Issue 3, pp 477–501 | Cite as

An \(\mathcal O (N \log N)\)  Fast Direct Solver for Partial Hierarchically Semi-Separable Matrices

With Application to Radial Basis Function Interpolation
  • Sivaram Ambikasaran
  • Eric Darve
Article
First Online:
Received:
Revised:
Accepted:

Abstract

This article describes a fast direct solver (i.e., not iterative) for partial hierarchically semi-separable systems. This solver requires a storage of \(\mathcal O (N \log N)\) and has a computational complexity of \(\mathcal O (N \log N)\) arithmetic operations. The numerical benchmarks presented illustrate the method in the context of interpolation using radial basis functions. The key ingredients behind this fast solver are recursion, efficient low rank factorization using Chebyshev interpolation, and the Sherman–Morrison–Woodbury formula. The algorithm and the analysis are worked out in detail. The performance of the algorithm is illustrated for a variety of radial basis functions and target accuracies.

Keywords

Fast direct solver Numerical linear algebra Partial hierarchically semi-separable representation Hierarchical matrix Radial basis function 

Mathematics Subject Classification (2000)

65F05 
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Notes

Acknowledgments

Sivaram Ambikasaran would like to thank Krithika Narayanaswamy for proof reading the paper and helping in generating the figures.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Institute for Computational and Mathematical Engineering, Huang Engineering Center 053BStanford UniversityStanfordUSA
  2. 2.Mechanical EngineeringStanford UniversityStanfordUSA

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