fast multipole method , hierarchical matrices , mosaic-skeleton approximation , fast matrix-vector multiplication , fast algorithms
Abstract:
The aim of this paper is a short introduction to a fundamental algorithm for the fast multiplication of vectors with fully populated, special matrices arising in various applications. The basic idea is known as fast multipole method, fast multiplication by H-matrices or by mosaic-skeleton matrices. We prefer a linear algebraic approach which may serve as a basis for student seminars in Mathematics, Computer Science or Engineering. Our introduction is accompanied by a broad, but far away from complete, list of references, where the reader may find more sophisticated material.
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