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MiS Preprint
4/2007
Stabilised rounded addition of hierarchical matrices
Mario Bebendorf and Wolfgang Hackbusch
Abstract
The efficiency of hierarchical matrices is based on the approximate evaluation of usual matrix operations. The introduced approximation error may, however, lead to a loss of important matrix properties. In this article we present a technique which preserves the positive definitness of a matrix independently of the approximation quality. The importance of this technique is illustrated by an elliptic mixed boundary value problem with tiny Dirichlet part.
