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This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…

Numerical Analysis · Mathematics 2015-04-21 Kenneth L. Ho , Lexing Ying

The hierarchical interpolative factorization (HIF) offers an efficient way for solving or preconditioning elliptic partial differential equations. By exploiting locality and low-rank properties of the operators, the HIF achieves…

Numerical Analysis · Mathematics 2017-06-12 Yingzhou Li , Lexing Ying

The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…

Numerical Analysis · Mathematics 2019-04-09 Jordi Feliu-Fabà , Kenneth L. Ho , Lexing Ying

We present a method for updating certain hierarchical factorizations for solving linear integral equations with elliptic kernels. In particular, given a factorization corresponding to some initial geometry or material parameters, we can…

Numerical Analysis · Mathematics 2017-02-15 Victor Minden , Anil Damle , Kenneth L. Ho , Lexing Ying

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…

Numerical Analysis · Mathematics 2021-05-11 Jordi Feliu-Fabà , Lexing Ying

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

This paper presents a general method for applying hierarchical matrix skeletonization factorizations to the numerical solution of boundary integral equations with possibly rank-deficient integral operators. Rank-deficient operators arise in…

Numerical Analysis · Mathematics 2021-04-08 John Paul Ryan , Anil Damle

The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…

Numerical Analysis · Mathematics 2026-02-02 Anna Yesypenko , Per-Gunnar Martinsson

Integral equations are commonly encountered when solving complex physical problems. Their discretization leads to a dense kernel matrix that is block or hierarchically low-rank. This paper proposes a new way to build a low-rank…

Numerical Analysis · Mathematics 2020-01-28 Léopold Cambier , Eric Darve

We present a fast direct solver for boundary integral equations on complex surfaces in three dimensions using an extension of the recently introduced recursive strong skeletonization scheme. For problems that are not highly oscillatory, our…

Numerical Analysis · Mathematics 2023-01-16 Daria Sushnikova , Leslie Greengard , Michael O'Neil , Manas Rachh

This paper introduces a hierarchical interpolative decomposition butterfly-LU factorization (H-IDBF-LU) preconditioner for solving two-dimensional electric-field integral equations (EFIEs) in electromagnetic scattering problems of perfect…

Numerical Analysis · Mathematics 2020-01-08 Yang Liu , Haizhao Yang

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…

Numerical Analysis · Mathematics 2019-04-11 Emanuel H. Rubensson , Anton G. Artemov , Anastasia Kruchinina , Elias Rudberg

We introduce the strong recursive skeletonization factorization (RS-S), a new approximate matrix factorization based on recursive skeletonization for solving discretizations of linear integral equations associated with elliptic partial…

Numerical Analysis · Mathematics 2018-02-13 Victor Minden , Kenneth L. Ho , Anil Damle , Lexing Ying

A Nystrom-based high-order (HO) discretization scheme for surface integral equations (SIEs) for analyzing the electroencephalography (EEG) forward problem is proposed in this work. We use HO surface elements and interpolation functions for…

Numerical Analysis · Mathematics 2025-12-05 Rui Chen , Viviana Giunzioni , Adrien Merlini , Francesco P. Andriulli

This paper presents a general high-order kernel regularization technique applicable to all four integral operators of Calder\'on calculus associated with linear elliptic PDEs in two and three spatial dimensions. Like previous density…

Numerical Analysis · Mathematics 2021-03-02 Luiz M. Faria , Carlos Pérez-Arancibia , Marc Bonnet

We propose a novel method for the efficient and accurate iterative solution of frequency domain integral equations (IEs) that are used for large/multi-scale electromagnetic scattering problems. The proposed method uses a novel…

Numerical Analysis · Mathematics 2025-12-22 Enes Koç , Mert Kalfa , Secil E. Dogan , Vakur B. Ertürk

The high cost associated with the evaluation of Hartree-Fock exchange (HFX) makes hybrid functionals computationally challenging for large systems. In this work, we present an efficient way to accelerate HFX calculations with numerical…

Computational Physics · Physics 2020-09-09 Xinming Qin , Jie Liu , Wei Hu , Jinlong Yang

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

Triangular factorizations are an important tool for solving integral equations and partial differential equations with hierarchical matrices ($\mathcal{H}$-matrices). Experiments show that using an $\mathcal{H}$-matrix LR factorization to…

Numerical Analysis · Mathematics 2019-05-28 Steffen Börm
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