H2Pack: High-performance H2 Matrix Package for Kernel Matrices

H2Pack is a library that provides linear-scaling storage and linear-scaling matrix-vector multiplication for dense kernel matrices. It can be used for Gaussian processes, solving integral equations, Brownian dynamics, and other applications. Please visit the H2Pack GitHub repository for more information.

If you use H2Pack in your work, please cite the following papers:

  1. Hua Huang, Xin Xing, and Edmond Chow, H2Pack: High-performance H2 matrix package for kernel matrices using the proxy point method, ACM Transactions on Mathematical Software, 47(1), 1-29 (2020).
  2. Xin Xing and Edmond Chow, Interpolative decomposition via proxy points for kernel matrices, SIAM Journal on Matrix Analysis and Applications, 41(1), 221–243 (2020).