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This paper presents an adaptive randomized algorithm for computing the butterfly factorization of an m × n matrix with m ≈ 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(n3/2 log n) computation and O(n log n) memory resources. The proposed algorithm can be implemented in parallel and can apply to matrices with strong or weak admissibility conditions arising from surface integral equation solvers as well as multi-frontal-based finite-difference, finite-element, or finite-volume solvers. A distributed-memory parallel implementation of the algorithm demonstrates excellent scaling behavior.

We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume, or finite-element discretization of high-frequency wave equations. The proposed solver leverages the butterfly algorithm and its hierarchical matrix extension for compressing and factorizing large frontal matrices via graph distance guided entry evaluation or randomized matrix-vector multiplication-based schemes. Complexity analysis and numerical experiments demonstrate O(N log2 N) computation and O(N) memory complexity when applied to an N × N sparse system arising from 3D high-frequency Helmholtz and Maxwell problems.

We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume, or finite-element discretization of high-frequency wave equations. The proposed solver leverages the butterfly algorithm and its hierarchical matrix extension for compressing and factorizing large frontal matrices via graph distance guided entry evaluation or randomized matrix-vector multiplication-based schemes. Complexity analysis and numerical experiments demonstrate O (N log² N) computation and O (N) memory complexity when applied to an N X N sparse system arising from 3D high-frequency Helmholtz and Maxwell problems. [ABSTRACT FROM AUTHOR]