A Fast Block Low-Rank Dense Solver with Applications to Finite-Element Matrices (1403.5337v3)

Abstract: This article presents a fast solver for the dense "frontal" matrices that arise from the multifrontal sparse elimination process of 3D elliptic PDEs. The solver relies on the fact that these matrices can be efficiently represented as a hierarchically off-diagonal low-rank (HODLR) matrix. To construct the low-rank approximation of the off-diagonal blocks, we propose a new pseudo-skeleton scheme, the boundary distance low-rank approximation, that picks rows and columns based on the location of their corresponding vertices in the sparse matrix graph. We compare this new low-rank approximation method to the adaptive cross approximation (ACA) algorithm and show that it achieves betters speedup specially for unstructured meshes. Using the HODLR direct solver as a preconditioner (with a low tolerance) to the GMRES iterative scheme, we can reach machine accuracy much faster than a conventional LU solver. Numerical benchmarks are provided for frontal matrices arising from 3D finite element problems corresponding to a wide range of applications.