On the QR decomposition of backslashfancyscript H -matrices
dc.contributor.author | Benner, Peter | |
dc.contributor.author | Mach, Thomas | |
dc.date.accessioned | 2017-01-11T04:24:03Z | |
dc.date.available | 2017-01-11T04:24:03Z | |
dc.date.issued | 2010-06-09 | |
dc.description.abstract | The hierarchical ( backslashfancyscriptH -) matrix format allows storing a variety of dense matrices from certain applications in a special data-sparse way with linear-polylogarithmic complexity. Many operations from linear algebra like matrix--matrix and matrix--vector products, matrix inversion and LU decomposition can be implemented efficiently using the backslashfancyscriptH -matrix format. Due to its importance in solving many problems in numerical linear algebra like least-squares problems, it is also desirable to have an efficient QR decomposition of backslashfancyscriptH -matrices. In the past, two different approaches for this task have been suggested in Bebendorf (Hierarchical matrices: a means to efficiently solve elliptic boundary value problems. Lecture notes in computational science and engineering (LNCSE), vol 63. Springer, Berlin, 2008) and Lintner (Dissertation, Fakultät für Mathematik, TU München. http://tumb1.biblio.tu-muenchen.de/publ/diss/ma/2002/lintner.pdf , 2002). We will review the resulting methods and suggest a new algorithm to compute the QR decomposition of an backslashfancyscriptH -matrix. Like other backslashfancyscriptH -arithmetic operations, the backslashfancyscriptH QR decomposition is of linear-polylogarithmic complexity. We will compare our new algorithm with the older ones by using two series of test examples and discuss benefits and drawbacks of the new approach. | ru_RU |
dc.identifier.citation | Benner, P., & Mach, T. (2010). On the QR decomposition of backslashfancyscript H -matrices. Computing (Vienna/New York), 88(3), 111-129. DOI: 10.1007/s00607-010-0087-y | ru_RU |
dc.identifier.uri | http://nur.nu.edu.kz/handle/123456789/2236 | |
dc.language.iso | en | ru_RU |
dc.publisher | Computing (Vienna/New York) | ru_RU |
dc.rights | Attribution-NonCommercial-ShareAlike 3.0 United States | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/3.0/us/ | * |
dc.subject | decomposition | ru_RU |
dc.subject | linear algebra | ru_RU |
dc.subject | boundary value problems | ru_RU |
dc.title | On the QR decomposition of backslashfancyscript H -matrices | ru_RU |
dc.type | Article | ru_RU |