Approximation of the determinant of large sparse symmetric positive definite matrices
High Energy Physics - Lattice
2007-05-23 v1
Abstract
This paper is concerned with the problem of approximating the determinant of A for a large sparse symmetric positive definite matrix A. It is shown that an efficient solution of this problem is obtained by using a sparse approximate inverse of A. The method is explained and theoretical properties are discussed. A posteriori error estimation techniques are presented. Furthermore, results of numerical experiments are given which illustrate the performance of this new method.
Keywords
Cite
@article{arxiv.hep-lat/0008007,
title = {Approximation of the determinant of large sparse symmetric positive definite matrices},
author = {Arnold Reusken},
journal= {arXiv preprint arXiv:hep-lat/0008007},
year = {2007}
}
Comments
21 pages, 5 figures