Approximation of the Determinant of Large Sparse Symmetric Positive Definite Matrices

DOI10.1137/S089547980036869XzbMath1010.65021arXivhep-lat/0008007MaRDI QIDQ2784380

Arnold Reusken

Publication date: 23 April 2002

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/hep-lat/0008007

zbMATH Keywords

comparison of methodsparallel computationMonte Carlo methoddeterminantapproximate inverseincomplete Cholesky factorizationsparse inverselarge sparse positive definite matrices

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Numerical computation of determinants (65F40)

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