hmglib - Hierarchical matrices on GPU(s) library. This library provides an entirely GPU-based implementation of the hierarchical (H) matrix approach. H matrices approximate specific dense matrices, e.g., from discretized integral equations or kernel ridge regression, leading to log-linear time complexity in dense matrix-vector products. The library specifically allows to construct and apply an H matrix on GPU(s). To get high performance on GPU(s), techniques like parallel tree traversal, space filling curves and batched operations are applied.

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  1. Zaspel, Peter: Algorithmic patterns for (\mathcalH)-matrices on many-core processors (2019)