Approximation of the determinant of large sparse symmetric positive definite matrices

Arnold Reusken

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arXiv · hep-lat/0008007

Approximation of the determinant of large sparse symmetric positive definite matrices

Arnold Reusken

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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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BibTeX RIS

Arnold Reusken. 2000-08-10. Approximation of the determinant of large sparse symmetric positive definite matrices. https://arxiv.org/abs/hep-lat/0008007

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