Stabilized rounded addition of hierarchical matrices

Abstract

AbstractThe efficiency of hierarchical matrices is based on the approximate evaluation of usual matrix operations. The introduced approximation error may, however, lead to a loss of important matrix properties. In this article we present a technique which preserves the positive definiteness of a matrix independently of the approximation quality. The importance of this technique is illustrated by an elliptic mixed boundary value problem with tiny Dirichlet part. Copyright © 2007 John Wiley & Sons, Ltd.