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This paper introduces a kernel-independent interpolative decomposition butterfly factorization (IDBF) as a data-sparse approximation for matrices that satisfy a complementary low-rank property. The IDBF can be constructed in $O(Nlog N)$ operations for an $Ntimes N$ matrix via hierarchical interpolative decompositions (IDs), if matrix entries can be sampled individually and each sample takes $O(1)$ operations. The resulting factorization is a product of $O(log N)$ sparse matrices, each with $O(N)$ non-zero entries. Hence, it can be applied to a vector rapidly in $O(Nlog N)$ operations. IDBF is a general framework for nearly optimal fast matvec useful in a wide range of applications, e.g., special function transformation, Fourier integral operators, high-frequency wave computation. Numerical results are provided to demonstrate the effectiveness of the butterfly factorization and its construction algorithms.
This paper focuses on the fast evaluation of the matvec $g=Kf$ for $Kin mathbb{C}^{Ntimes N}$, which is the discretization of a multidimensional oscillatory integral transform $g(x) = int K(x,xi) f(xi)dxi$ with a kernel function $K(x,xi)=e^{2pii Phi(
We describe an algorithm for the application of the forward and inverse spherical harmonic transforms. It is based on a new method for rapidly computing the forward and inverse associated Legendre transforms by hierarchically applying the interpolati
Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA), MMF teased
The fast assembling of stiffness and mass matrices is a key issue in isogeometric analysis, particularly if the spline degree is increased. We present two algorithms based on the idea of sum factorization, one for matrix assembling and one for matrix
The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT) decomposition. We