Butterfly Factorization

TL;DR

The paper presents the butterfly factorization, a fast, data-sparse matrix approximation technique for matrices with a complementary low-rank property, enabling efficient computation and applications.

Contribution

It introduces a novel butterfly factorization method that efficiently constructs a sparse matrix product for fast matrix-vector multiplication.

Findings

Achieves $O(N \, \log N)$ application complexity.

Constructs the factorization using fast algorithms or sampling.

Demonstrates effectiveness through numerical experiments.

Abstract

The paper introduces the butterfly factorization as a data-sparse approximation for the matrices that satisfy a complementary low-rank property. The factorization can be constructed efficiently if either fast algorithms for applying the matrix and its adjoint are available or the entries of the matrix can be sampled individually. For an $N \times N$ matrix, the resulting factorization is a product of $O(\log N)$ sparse matrices, each with $O(N)$ non-zero entries. Hence, it can be applied rapidly in $O(N\log N)$ operations. Numerical results are provided to demonstrate the effectiveness of the butterfly factorization and its construction algorithms.