arXiv · 1305.0526
Matrix Inversion Is As Easy As Exponentiation
Abstract
We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and exponentiation up to polylogarithmic factors. In particular, this connection justifies the use of Laplacian solvers for designing fast semi-definite programming based algorithms for certain graph problems. The proof relies on the Euler-Maclaurin formula and certain bounds derived from the Riemann zeta function.
Explore related subjects
Keep this discovery
Sushant Sachdeva, Nisheeth K. Vishnoi. 2013-05-02. Matrix Inversion Is As Easy As Exponentiation. https://arxiv.org/abs/1305.0526
Cite the original work for its findings. Save a collection to share your selection of sources.