Randomized Sparse Direct Solvers

@article{Xia2013RandomizedSD,
  title={Randomized Sparse Direct Solvers},
  author={Jianlin Xia},
  journal={SIAM J. Matrix Analysis Applications},
  year={2013},
  volume={34},
  pages={197-227}
}
We propose randomized direct solvers for large sparse linear systems, which integrate randomization into rank structured multifrontal methods. The use of randomization highly simplifies various essential steps in structured solutions, where fast operations on skinny matrix-vector products replace traditional complex ones on dense or structured matrices. The new methods thus significantly enhance the flexibility and efficiency of using structured methods in sparse solutions. We also consider a… CONTINUE READING
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