An Approximate Algorithm to Solve Linear Systems by Matrix with Off-Diagonal Exponential Decay Entries

Abstract

We present an approximate algorithm to solve only one variable out of a linear system defined by a matrix with off-diagonal exponential decay entries (including the practically most important class of band limited matrices) via a sub-linear system. This approach thus enables us to solve any subset of solution variables. Parallel implementation of such approximate schemes for every variable enables us to solve the linear system with computational time independent of the matrix size.