Question

I'm interested in implementing the Fast Multipole Method to efficiently simulate a system of repulsive particles.

I've found a large collection of references discussing FMM, but none seem very approachable for non-mathematicians who want to fully understand the algorithm.

Can you recommend a ground-up reference that clearly explains the mathematics behind the process, and includes pseudocode exemplifying a proper implementation?

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Solution

I am by no means an expert in FMM, but this java implementation and introduction is the best source I've found so far for explaining it carefully and slowly. The paper is good at defining terms before using them, and the code at least is useful as a reference point. The math still gets hairy very quickly, but it is what it is :)

A pedestrian introduction to fast multipole methods is a close second. It doesn't explain the actual details of a working FMM implementation, but it's a good introduction to the basic ideas.

OTHER TIPS

I like the short course on FMM. In begins with FMM in 1D, than it uses theory of complex variable to do FMM in 2D. And than there is the crazy 3D version which uses theory of spherical harmonics functions, which I guess can be very difficult for non-mathematician. But If you need FMM only in 2D you should be fine.

Unfortunately no pseudo codes are given there.

But do you really need the accuracy of FMM?. You might be fine with Barnes-Hut's algorithm

After running into a similar issue to you, I ended up writing a fully-documented Python fast multipole method implementation, pybbfmm. I've also written a short, mathematics-free tutorial on how the method works. Together, I think they're substantially more accessible than any of the other presentations I could find.

(meta: Although this is effectively a linkpost, the OP is explicitly asking for a link. I've added what I think was missing from the last one - the name fo the library - but I'm not sure how else to offer this answer except as a name and a link. Certainly it doesn't feel any more linkpost-y than the accepted answer. If this one gets deleted as well, I'll give up)

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