Approximation of the determinant of large sparse symmetric positive definite matrices

2000/08/10 by Arnold Reusken, Reusken, Arnold · 1 citation
Physics and Astronomy · #FOS: Physical sciences #High Energy Physics - Lattice (hep-lat) #hep-lat

paper · pdf · doi:10.48550/arxiv.hep-lat/0008007

21 pages, 5 figures

arxiv created 2000/08/10 · arxiv updated 2009/11/30

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.

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