Approximation of the determinant of large sparse symmetric positive definite matrices (Q2784380)
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scientific article; zbMATH DE number 1732272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the determinant of large sparse symmetric positive definite matrices |
scientific article; zbMATH DE number 1732272 |
Statements
23 April 2002
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determinant
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Monte Carlo method
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parallel computation
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sparse inverse
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approximate inverse
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comparison of methods
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large sparse positive definite matrices
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incomplete Cholesky factorization
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Approximation of the determinant of large sparse symmetric positive definite matrices (English)
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For large sparse positive definite matrices \(A\), an approximation algorithm to find \((\det(A))^{1/n}\) is developed. It is based on constructing a sparse approximate inverse of \(A\) based on incomplete Cholesky factorization. The method is easily parallelizable and uses little storage. It is compared to Monte-Carlo type numerical methods.
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