Research report 2009 - Max Planck Institute for Mathematics in the Sciences
Fast Solvers and the Curse of Dimension
SummaryIn many applications one has to solve large-scale (linear) systems. The task to solve these as fast as possible is the goal of “fast solvers”. At the beginning only sparse systems were considered, but due to the recently at the MPI-MIS developed “hierarchical matrices” the scope has become much broader. However, even fast solvers are limited by the dimensionality of the problem under consideration – a challenge for modern mathematical methods which the group “Scientific Computing” at the MPI-MIS wants to meet.