Adaptive Low-Rank Approximation of Collocation Matrices

Abstract

This article deals with the solution of integral equations using collocation methods with almost linear complexity. Methods such as fast multipole, panel clustering and H-matrix methods gain their efficiency from approximating the kernel function. The proposed algorithm which uses the H-matrix format, in contrast, is purely algebraic and relies on a small part of the collocation matrix for its blockwise approximation by low-rank matrices. Furthermore, a new algorithm for matrix partitioning that significantly reduces the number of blocks generated is presented.