FLAM

FLAM (Fast Linear Algebra in MATLAB): Algorithms for Hierarchical Matrices. This MATLAB (and Octave-compatible) library implements various fast algorithms for certain classes of matrices with hierarchical low-rank block structure. Such matrices commonly arise in physical problems, including many classical integral (IE) and differential equations (DE), as well as in statistical contexts such as uncertainty quantification and machine learning. They have appeared in the literature under an assortment of related names and frameworks (e.g., H-, H2-, FMM, HODLR, HSS, HBS), where their special properties have been used to develop highly accelerated algorithms for many fundamental linear algebraic operations.