PBBFMM3D: A parallel black-box algorithm for kernel matrix-vector multiplication

Kernel matrix-vector product is ubiquitous in many science and engineering applications. However, a naive method requires O(N^2)operations, which becomes prohibitive for large-scale problems. We introduce a parallel method that provably requires O(N)operations to reduce the computation cost. The distinct feature of our method is that it requires only the ability to evaluate the kernel function, offering a black-box interface to users. Our...