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On the Best Approximation of the Hierarchical Matrix Product

By Helmut Harbrecht, Jürgen Dölz and Michael D. Multerer

Abstract

The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured blockwise low-rank matrices, resulting in an almost linear cost. However, the computational efficiency of the algorithm is based on a recursive scheme which makes the error analysis quite involved. In this article, we propose a new algorithmic framework for the multiplication of hierarchical matrices. It improves currently known implementations by reducing the multiplication of hierarchical matrices to suitable low-rank approximations of sums of matrix products. We propose several compression schemes to address this task. As a consequence, we are able to compute the best approximation of hierarchical matrix products. A cost analysis shows that, under reasonable assumptions on the low-rank approximation method, the cost of the framework is almost linear with respect to the size of the matrix. Numerical experiments show that the new approach produces indeed the best approximation of the product of hierarchical matrices for a given tolerance. They also show that the new multiplication can accomplish this task in less computation time than the established multiplication algorithm without error control

Publisher: 'The Japan Society for Industrial and Applied Mathematics'
Year: 2019
OAI identifier: oai:edoc.unibas.ch:69165
Provided by: edoc

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