Linear systems with a tensor product structure arise naturally when considering the discretization of Laplace type differential equations or, more generally, multidimensional operators with separable coefficients. In this work, we focus on the numerical solution of linear systems of the form $$ \left(I\otimes \dots\otimes I \otimes A_1+\dots + A_d\otimes I \otimes\dots \otimes I\right)x=b,$$ where the matrices $A_t\in\mathbb R^{n\times n}$ are symmetric positive definite and belong to the class of hierarchically semiseparable matrices. We propose and analyze a nested divide-and-conquer scheme, based on the technology of low-rank updates, that attains the quasi-optimal computational cost $\mathcal O(n^d (\log(n) + \log(\kappa)^2 + \log(\kappa) \log(\epsilon^{-1})))$ where $\kappa$ is the condition number of the linear system, and $\epsilon$ the target accuracy. Our theoretical analysis highlights the role of inexactness in the nested calls of our algorithm and provides worst case estimates for the amplification of the residual norm. The performances are validated on 2D and 3D case studies.
翻译:----
一种带正定分层半可分系数的张量Sylvester方程嵌套分治算法
Translated abstract:
本文主要研究形如$$ \left(I\otimes \dots\otimes I \otimes A_1+\dots + A_d\otimes I \otimes\dots \otimes I\right)x=b$$ 的线性系统的数值解,其中矩阵$A_t \in \mathbb{R}^{n\times n}$对称正定且属于分层半可分矩阵类。我们提出并分析了一种基于低秩更新技术的嵌套分治方案,实现了几乎最优的计算复杂度$\mathcal{O}(n^d(\log(n)+\log(\kappa)^2+\log(\kappa)\log(\epsilon^{-1})))$,其中$\kappa$是线性系统的条件数,$\epsilon$为目标精度,这个估计考虑到了算法递归调用的不精确性。实例分别在二维和三维上验证了算法性能。