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arXiv 2301.12704math.NAcs.NA
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代数逆快速多极方法:一种比基于HODLR的快速直接求解器更高效的快速直接求解器

Algebraic Inverse Fast Multipole Method: A fast direct solver that is better than HODLR based fast direct solver

Indian Institute of Technology Madras(印度马德拉斯理工学院)

Vaishnavi Gujjula, Sivaram Ambikasaran

AI总结:

本文提出了一种代数逆快速多极方法(AIFMM)用于解决N体问题中的线性系统。该方法通过低秩矩阵表示子块、构造扩展稀疏线性系统,并利用低秩矩阵重定向填充以提高效率。

摘要:

本文提出了一种代数逆快速多极方法(AIFMM),用于解决N体问题中的线性系统。该方法通过低秩矩阵表示子块、构造扩展稀疏线性系统,并利用低秩矩阵重定向填充以提高效率。本文的主要贡献包括:(i) 本文的方法完全代数化,不同于现有的逆快速多极方法(IFMM)。我们使用新的嵌套交叉近似(NNCA)来表示N体问题产生的矩阵。(ii) 本文的一个重要贡献是,本文提出的算法比现有的IFMM更高效。在现有的IFMM中,填充项在创建时被压缩和重定向。而在本文中,我们首先更新填充项而不影响计算复杂性,然后仅在一次压缩和重定向填充项。(iii) 本文的另一个重要贡献是,我们提供了AIFMM与基于分层对角低秩(HODLR)的快速直接求解器以及NNCA驱动的GMRES快速迭代求解器的比较。(iv) 此外,AIFMM还被证明可以作为预条件子。

英文摘要:

This article presents a fast direct solver, termed Algebraic Inverse Fast Multipole Method (from now on abbreviated as AIFMM), for linear systems arising out of $N$-body problems. AIFMM relies on the following three main ideas: (i) Certain sub-blocks in the matrix corresponding to $N$-body problems can be efficiently represented as low-rank matrices; (ii) The low-rank sub-blocks in the above matrix are leveraged to construct an extended sparse linear system; (iii) While solving the extended sparse linear system, certain fill-ins that arise in the elimination phase are represented as low-rank matrices and are "redirected" though other variables maintaining zero fill-in sparsity. The main highlights of this article are the following: (i) Our method is completely algebraic (as opposed to the existing Inverse Fast Multipole Method~\cite{ arXiv:1407.1572,doi:10.1137/15M1034477,TAKAHASHI2017406}, from now on abbreviated as IFMM). We rely on our new Nested Cross Approximation~\cite{arXiv:2203.14832} (from now on abbreviated as NNCA) to represent the matrix arising out of $N$-body problems. (ii) A significant contribution is that the algorithm presented in this article is more efficient than the existing IFMMs. In the existing IFMMs, the fill-ins are compressed and redirected as and when they are created. Whereas in this article, we update the fill-ins first without affecting the computational complexity. We then compress and redirect them only once. (iii) Another noteworthy contribution of this article is that we provide a comparison of AIFMM with Hierarchical Off-Diagonal Low-Rank (from now on abbreviated as HODLR) based fast direct solver and NNCA powered GMRES based fast iterative solver. (iv) Additionally, AIFMM is also demonstrated as a preconditioner.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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