| Home > Publications > Reports > Numerical Analysis and Applied Mathematics (TW) |
TW 513
Katrijn Frederix, Marc Van Barel
Solving a large dense linear system by adaptive cross approximation
Abstract
An efficient algorithm for the direct solution of a linear system associated with the discretization of boundary integral equations with oscillatory kernels (in two dimensions) is described without having to compute the complete matrix of the linear system. This algorithm is based on the unitary-weight representation, for which a new construction based on adaptive cross approximation is proposed. This low rank approximation uses only a small part of the entries to construct the adaptive cross representation, and therefor the linear system can be solved efficiently.
report.pdf (864K) / mailto: M. Van Barel