1.

Record Nr.

UNINA9910300248003321

Autore

Hackbusch Wolfgang

Titolo

Hierarchical matrices: algorithms and analysis [[electronic resource] /] / by Wolfgang Hackbusch

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015

ISBN

3-662-47324-0

Edizione

[1st ed. 2015.]

Descrizione fisica

1 online resource (532 p.)

Collana

Springer Series in Computational Mathematics, , 0179-3632 ; ; 49

Disciplina

512.9434

Soggetti

Numerical analysis

Algorithms

Partial differential equations

Integral equations

Matrix theory

Algebra

Numerical Analysis

Partial Differential Equations

Integral Equations

Linear and Multilinear Algebras, Matrix Theory

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Preface -- Part I: Introductory and Preparatory Topics -- 1. Introduction -- 2. Rank-r Matrices -- 3. Introductory Example -- 4. Separable Expansions and Low-Rank Matrices -- 5. Matrix Partition -- Part II: H-Matrices and Their Arithmetic -- 6. Definition and Properties of Hierarchical Matrices -- 7. Formatted Matrix Operations for Hierarchical Matrices -- 8. H2-Matrices -- 9. Miscellaneous Supplements -- Part III: Applications -- 10. Applications to Discretised Integral Operators -- 11. Applications to Finite Element Matrices -- 12. Inversion with Partial Evaluation -- 13. Eigenvalue Problems -- 14. Matrix Functions -- 15. Matrix Equations -- 16. Tensor Spaces -- Part IV: Appendices -- A. Graphs and Trees -- B. Polynomials -- C. Linear Algebra and Functional Analysis -- D. Sinc Functions and Exponential Sums -- E. Asymptotically Smooth Functions -- References -- Index.



Sommario/riassunto

This self-contained monograph presents matrix algorithms and their analysis. The new technique enables not only the solution of linear systems but also the approximation of matrix functions, e.g., the matrix exponential. Other applications include the solution of matrix equations, e.g., the Lyapunov or Riccati equation. The required mathematical background can be found in the appendix. The numerical treatment of fully populated large-scale matrices is usually rather costly. However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error. For important classes of matrices, the computational cost increases only logarithmically with the approximation error. The operations provided include the matrix inversion and LU decomposition. Since large-scale linear algebra problems are standard in scientific computing, the subject of hierarchical matrices is of interest to scientists in computational mathematics, physics, chemistry and engineering.