In the solution of an integral equation using the conjugate gradient (CG) method, the most expensive part is the matrix‐vector multiplication, requiring O(N 2 ) floating‐point operations. The fast multipole method (FMM) reduced the operation to O(N 15 ). In this article we apply a multilevel algorithm to this problem and show that the complexity of a matrix‐vector multiplication is proportional to N (log(N)) 2 .
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Lu et al. (1994) studied this question.
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