Hierarchical interpolative factorization for elliptic operators: differential equations

This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL decomposition that facilitates the efficient inversion of the discretized operator. HIF-DE is based on the multifrontal method but uses skeletonization on the separator fronts to sparsify the dense frontal matrices and thus reduce the cost. We conjecture that this strategy yields linear complexity in 2D and quasilinear complexity in 3D. Estimated linear complexity in 3D can be achieved by skeletonizing the compressed fronts themselves, which amounts geometrically to a recursive dimensional reduction scheme. Numerical experiments support our claims and further demonstrate the performance of our algorithm as a fast direct solver and preconditioner. MATLAB codes are freely available.Comment: 37 pages, 13 figures, 12 tables; to appear, Comm. Pure Appl. Math. arXiv admin note: substantial text overlap with arXiv:1307.266

Hierarchical interpolative factorization for elliptic operators: integral equations

This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU decomposition that permits the efficient application of the discretized operator and its inverse. HIF-IE is based on the recursive skeletonization algorithm but incorporates a novel combination of two key features: (1) a matrix factorization framework for sparsifying structured dense matrices and (2) a recursive dimensional reduction strategy to decrease the cost. Thus, higher-dimensional problems are effectively mapped to one dimension, and we conjecture that constructing, applying, and inverting the factorization all have linear or quasilinear complexity. Numerical experiments support this claim and further demonstrate the performance of our algorithm as a generalized fast multipole method, direct solver, and preconditioner. HIF-IE is compatible with geometric adaptivity and can handle both boundary and volume problems. MATLAB codes are freely available.Comment: 39 pages, 14 figures, 13 tables; to appear, Comm. Pure Appl. Mat

Distributed-memory Hierarchical Interpolative Factorization

The hierarchical interpolative factorization (HIF) offers an efficient way for solving or preconditioning elliptic partial differential equations. By exploiting locality and low-rank properties of the operators, the HIF achieves quasi-linear complexity for factorizing the discrete positive definite elliptic operator and linear complexity for solving the associated linear system. In this paper, the distributed-memory HIF (DHIF) is introduced as a parallel and distributed-memory implementation of the HIF. The DHIF organizes the processes in a hierarchical structure and keep the communication as local as possible. The computation complexity is $O\left(\frac{N\log N}{P}\right)$ and $O\left(\frac{N}{P}\right)$ for constructing and applying the DHIF, respectively, where $N$ is the size of the problem and $P$ is the number of processes. The communication complexity is $O\left(\sqrt{P}\log^3 P\right)\alpha + O\left(\frac{N^{2/3}}{\sqrt{P}}\right)\beta$ where $\alpha$ is the latency and $\beta$ is the inverse bandwidth. Extensive numerical examples are performed on the NERSC Edison system with up to 8192 processes. The numerical results agree with the complexity analysis and demonstrate the efficiency and scalability of the DHIF

Correcting curvature-density effects in the Hamilton-Jacobi skeleton

The Hainilton-Jacobi approach has proven to be a powerful and elegant method for extracting the skeleton of two-dimensional (2-D) shapes. The approach is based on the observation that the normalized flux associated with the inward evolution of the object boundary at nonskeletal points tends to zero as the size of the integration area tends to zero, while the flux is negative at the locations of skeletal points. Nonetheless, the error in calculating the flux on the image lattice is both limited by the pixel resolution and also proportional to the curvature of the boundary evolution front and, hence, unbounded near endpoints. This makes the exact location of endpoints difficult and renders the performance of the skeleton extraction algorithm dependent on a threshold parameter. This problem can be overcome by using interpolation techniques to calculate the flux with subpixel precision. However, here, we develop a method for 2-D skeleton extraction that circumvents the problem by eliminating the curvature contribution to the error. This is done by taking into account variations of density due to boundary curvature. This yields a skeletonization algorithm that gives both better localization and less susceptibility to boundary noise and parameter choice than the Hamilton-Jacobi method

Topological Navigation of Simulated Robots using Occupancy Grid

Formerly I presented a metric navigation method in the Webots mobile robot simulator. The navigating Khepera-like robot builds an occupancy grid of the environment and explores the square-shaped room around with a value iteration algorithm. Now I created a topological navigation procedure based on the occupancy grid process. The extension by a skeletonization algorithm results a graph of important places and the connecting routes among them. I also show the significant time profit gained during the process