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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.

Received:
Jan 12, 2007
Published:
Jan 12, 2007

Related publications

inJournal
2007 Repository Open Access
Mario Bebendorf and Wolfgang Hackbusch

Stabilized rounded addition of hierarchical matrices

In: Numerical linear algebra with applications, 14 (2007) 5, pp. 407-423