Abstract:We present GOFMM (geometry-oblivious FMM), a novel method that creates a hierarchical low-rank approximation, or "compression, " of an arbitrary dense symmetric positive de nite (SPD) matrix. For many applications, GOFMM enables an approximate matrix-vector multiplication in N log N or even N time, where N is the matrix size. Compression requires N log N storage and work. In general, our scheme belongs to the family of hierarchical matrix approximation methods. In particular, it generalizes the fast multipole … Show more
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