Butterfly factorization via randomized matrix-vector multiplications (2002.03400v1)

Abstract: This paper presents an adaptive randomized algorithm for computing the butterfly factorization of a $m\times n$ matrix with $m\approx n$ provided that both the matrix and its transpose can be rapidly applied to arbitrary vectors. The resulting factorization is composed of $O(\log n)$ sparse factors, each containing $O(n)$ nonzero entries. The factorization can be attained using $O(n^{3/2}\log n)$ computation and $O(n\log n)$ memory resources. The proposed algorithm applies to matrices with strong and weak admissibility conditions arising from surface integral equation solvers with a rigorous error bound, and is implemented in parallel.