Title: Geometry-Oblivious FMM for Compressing Dense SPD Matrices,
Abstract: We present GOFMM (geometry-oblivious FMM), a novel method that creates a
hierarchical low-rank approximation, "compression," of an arbitrary dense
symmetric positive definite (SPD) matrix. For many applications, GOFMM enables
an approximate matrix-vector multiplication in $N \log N$ or even $N$ time,
where $N$ is the matrix size. Compression requires $N \log N$ storage and work.
In general, our scheme belongs to the family of hierarchical matrix
approximation methods. In particular, it generalizes the fast multipole method
(FMM) to a purely algebraic setting by only requiring the ability to sample
matrix entries. Neither geometric information (i.e., point coordinates) nor
knowledge of how the matrix entries have been generated is required, thus the
term "geometry-oblivious." Also, we introduce a shared-memory parallel scheme
for hierarchical matrix computations that reduces synchronization barriers. We
present results on the Intel Knights Landing and Haswell architectures, and on
the NVIDIA Pascal architecture for a variety of matrices.