DPLR (Double-precision Partitioned Lower Matrix)

DPLR is a C and Fortran90 library for fast computation of matrices with partitioned (hierarchical) low-rank structure. Such matrices commonly arise in physics and engineering, including many classical differential and integral equations, as well as in modern statistics such as machine learning. DPLR implements many fundamental linear algebraic algorithm including matrix compression, multiplication and inversion based on the special properties of these matrices.