Approximation of the Determinant of Large Sparse Symmetric Positive Definite Matrices
نویسندگان
چکیده
منابع مشابه
Approximation of the Determinant of Large Sparse Symmetric Positive Definite Matrices
This paper is concerned with the problem of approximating det(A)1/n for a large sparse symmetric positive definite matrix A of order n. 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 nume...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2002
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s089547980036869x