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HODLRlib is a flexible library for working with matrices that have a Hierarchical Off-Diagonal Low-Rank (HODLR) structure. The current version performs matrix operations like matrix-vector products, solving linear systems, Cholesky-like symmetric factorization and determinant computation in almost linear complexity. A key motivation for HODLRlib is to provide a high-performance, easy to use library for working with matrices that possess a HODLR structure.

Archive DOI: pending