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arXiv 2011.07632math.NAcs.NA
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对称正定$\mathcal{H}^2$矩阵HSS预条件子的有效构造

Efficient construction of an HSS preconditioner for symmetric positive definite $\mathcal{H}^2$ matrices

Xin Xing, Hua Huang, Edmond Chow

摘要:

在求解具有病态对称正定(SPD)核矩阵的线性系的迭代方法中,需要快速的矩阵向量积和快速的预处理运算。通过以$\mathcal{H}^2$表示法或等效的快速多极子方法表示法表示核矩阵,可以获得快速(线性缩放)矩阵向量乘积。然而,预处理这样的矩阵需要比$\mathcal{H}^2$表示更规则的结构化矩阵近似,诸如提供快速求解操作的分层半可分离(HSS)矩阵表示。先前,提出了一种算法来构造对保证为SPD的SPD核矩阵的HSS近似。然而,该算法具有二次成本,并且仅被设计用于定义核矩阵的点的递归二进制划分。本文提出了一种构造SPD HSS近似的通用算法。重要的是,该算法使用SPD矩阵的$\mathcal{H}^2$表示来将其计算复杂性从二次降低到拟线性。数值实验说明了如何SPD HSS近似执行作为一个预处理器解决线性系所产生的范围内的核函数。

英文摘要:

In an iterative approach for solving linear systems with ill-conditioned, symmetric positive definite (SPD) kernel matrices, both fast matrix-vector products and fast preconditioning operations are required. Fast (linear-scaling) matrix-vector products are available by expressing the kernel matrix in an $\mathcal{H}^2$ representation or an equivalent fast multipole method representation. Preconditioning such matrices, however, requires a structured matrix approximation that is more regular than the $\mathcal{H}^2$ representation, such as the hierarchically semiseparable (HSS) matrix representation, which provides fast solve operations. Previously, an algorithm was presented to construct an HSS approximation to an SPD kernel matrix that is guaranteed to be SPD. However, this algorithm has quadratic cost and was only designed for recursive binary partitionings of the points defining the kernel matrix. This paper presents a general algorithm for constructing an SPD HSS approximation. Importantly, the algorithm uses the $\mathcal{H}^2$ representation of the SPD matrix to reduce its computational complexity from quadratic to quasilinear. Numerical experiments illustrate how this SPD HSS approximation performs as a preconditioner for solving linear systems arising from a range of kernel functions.

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