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Università della Svizzera italiana

A fast direct solver for nonlocal operators in wavelet coordinates

Harbrecht, Helmut ; Multerer, Michael

In: Journal of computational physics, 2021, vol. 428, p. 15 p

In this article, we consider fast direct solvers for nonlocal operators. The pivotal idea is to combine a wavelet representation of the system matrix, yielding a quasi- sparse matrix, with the nested dissection ordering scheme. The latter drastically reduces the fill-in during the factorization of the system matrix by means of a Cholesky decomposition or an LU decomposition, respectively. This...