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- L. Greengard, V. Rokhlin
- 1987

An algorithm is presented for the rapid evaluation of the potential and force fields in systems involving large numbers of particles whose interactions are Coulombic or gravitationai in nature. For a system of N particles, an amount of work of the order O(N') has traditionally been required to evaluate all pairwise interactions. unless some approximation or… (More)

- A. Dutt, Vladimir Rokhlin
- SIAM J. Scientific Computing
- 1993

A group of algorithms is presented generalizing the fast Fourier transform to the case of nonin-teger frequencies and nonequispaced nodes on the interval [-r, r]. The schemes of this paper are based on a combination of certain analytical considerations with the classical fast Fourier transform and generalize both the forward and backward FFTs. Each of the… (More)

- Vladimir Rokhlin, Arthur Szlam, Mark Tygert
- SIAM J. Matrix Analysis Applications
- 2009

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a few digits (measured in the spectral norm, relative to the spectral norm of the matrix being approximated). In such… (More)

We introduce a randomized procedure that, given an m × n matrix A and a positive integer k, approximates A with a matrix Z of rank k. The algorithm relies on applying a structured l × m random matrix R to each column of A, where l is an integer near to, but greater than, k. The structure of R allows us to apply it to an arbitrary m × 1 vector at a cost… (More)

We observe that, under very mild conditions, an n-dimensional space of functions (with a finite n) admits numerically stable n-point interpolation and integration formulae. The proof relies entirely on linear algebra, and is virtually independent of the domain and of the functions to be interpolated.

- Edo Liberty, Franco Woolfe, Per-Gunnar Martinsson, Vladimir Rokhlin, Mark Tygert
- Proceedings of the National Academy of Sciences…
- 2007

We describe two recently proposed randomized algorithms for the construction of low-rank approximations to matrices, and demonstrate their application (inter alia) to the evaluation of the singular value decompositions of numerically low-rank matrices. Being probabilistic, the schemes described here have a finite probability of failure; in most cases, this… (More)

- Hongwei Cheng, William Y. Crutchfield, +6 authors Junsheng Zhao
- J. Comput. Physics
- 2006

We describe a wideband version of the Fast Multipole Method for the Helmholtz equation in three dimensions. It unifies previously existing versions of the FMM for high and low frequencies into an algorithm which is accurate and efficient for any frequency, having a CPU time of O(N) if low-frequency computations dominate, or O(N log N) if high-frequency… (More)

We introduce new families of Gaussian-type quadratures for weighted integrals of exponential functions and consider their applications to integration and interpolation of bandlimited functions. We use a generalization of a representation theorem due to Carathéodory to derive these quadratures. For each positive measure, the quadratures are parameterized by… (More)

- Bradley K. Alpert, Vladimir Rokhlin
- SIAM J. Scientific Computing
- 1991

- Bradley K. Alpert, Gregory Beylkin, Ronald R. Coifman, Vladimir Rokhlin
- SIAM J. Scientific Computing
- 1993

A class of vector-space bases is introduced for the sparse representation of discretiza-tions of integral operators. An operator with a smooth, nonoscillatory kernel possessing a finite number of singularities in each row or column is represented in these bases as a sparse matrix, to high precision. A method is presented that employs these bases for the… (More)