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H-matrices
A few useful links:
- https://github.com/gchavez2/awesome-hierarchical-matrices
- https://en.wikipedia.org/wiki/Hierarchical_matrix
- http://trac.openturns.org/attachment/blog/8th%20users%20day%20slides/OT2015-TouficAbboud.pdf
(ref original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/80/)