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MiS Preprint

Stabilised rounded addition of hierarchical matrices

Mario Bebendorf and Wolfgang Hackbusch


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.

Jan 12, 2007
Jan 12, 2007

Related publications

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