Hierarchical matrix arithmetic with accumulated updates

Abstract

Hierarchical matrices can be used to construct efficient preconditioners for partial differential and integral equations by taking advantage of low-rank structures in triangular factorizations and inverses of the corresponding stiffness matrices. The setup phase of these preconditioners relies heavily on low-rank updates that are responsible for a large part of the algorithm’s total run-time, particularly for matrices resulting from three-dimensional problems. This article presents a new algorithm that significantly reduces the number of low-rank updates and can shorten the setup time by 50% or more.