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Keywords:

  • hierarchical matrices;
  • stabilized approximate operations

Abstract

The efficiency of hierarchical matrices is based on the approximate evaluation of usual matrix operations. The introduced approximation error may, however, lead to a loss of important matrix properties. In this article we present a technique which preserves the positive definiteness of a matrix independently of the approximation quality. The importance of this technique is illustrated by an elliptic mixed boundary value problem with tiny Dirichlet part. Copyright © 2007 John Wiley & Sons, Ltd.