Papers › A practical framework for infinite-dimensional linear algebra
A practical framework for infinite-dimensional linear algebra
Sheehan Olver, Alex Townsend
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We describe a framework for solving a broad class of infinite-dimensional linear equations, consisting of almost banded operators, which can be used to resepresent linear ordinary differential equations with general boundary conditions. The framework contains a data structure on which row operations can be performed, allowing for the solution of linear equations by the adaptive QR approach. The algorithm achieves O(nᵒᵖᵗ) complexity, where nᵒᵖᵗ is the number of degrees of freedom required to achieve a desired accuracy, which is determined adaptively. In addition, special tensor product equations, such as partial differential equations on rectangles, can be solved by truncating the operator in the y-direction with n_y degrees of freedom and using a generalized Schur decomposition to upper triangularize, before applying the adaptive QR approach to the x-direction, requiring O(n_y² nₓᵒᵖᵗ) operations. The framework is implemented in the ApproxFun package written in the Julia programming language, which achieves highly competitive computational costs by exploiting unique features of Julia.
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