Domain decomposition based $${\mathcal H}$$ -LU preconditioning

Hierarchical matrices provide a data-sparse way to approximate fully populated matrices. The two basic steps in the construction of an -matrix are (a) the hierarchical construction of a matrix block partition, and (b) the blockwise approximation of matrix data by low rank matrices. In this paper, we develop a new approach to construct the necessary partition based on domain decomposition. Compared to standard geometric bisection based -matrices, this new approach yields -LU factorizations of finite element stiffness matrices with significantly improved storage and computational complexity requirements. These rigorously proven and numerically verified improvements result from an -matrix block structure which is naturally suited for parallelization and in which large subblocks of the stiffness matrix remain zero in an LU factorization. We provide numerical results in which a domain decomposition based -LU factorization is used as a preconditioner in the iterative solution of the discrete (three-dimensional) convection-diffusion equation. This work was supported in part by the US Department of Energy under Grant No. DE-FG02-04ER25649 and by the National Science Foundation under grant No. DMS-0408950.