Randomized GPU Algorithms for the Construction of Hierarchical Matrices from Matrix-Vector Operations
نویسندگان
چکیده
منابع مشابه
Fast construction of hierarchical matrix representation from matrix-vector multiplication
We develop a hierarchical matrix construction algorithm using matrix–vector multiplications, based on the randomized singular value decomposition of low-rank matrices. The algorithm uses OðlognÞ applications of the matrix on structured random test vectors and Oðn lognÞ extra computational cost, where n is the dimension of the unknown matrix. Numerical examples on constructing Green’s functions ...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2019
ISSN: 1064-8275,1095-7197
DOI: 10.1137/18m1210101