Fast and accurate log-determinant approximations

We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be implemented to be adaptive, and it uses graph spline approximation t...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2024-03
Main Authors: Deen, Owen, Colton River Waller, Ward, John Paul
Format: Article
Language:English
Subjects:
Algorithms
Approximation
Mathematical analysis
Sparse matrices
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be implemented to be adaptive, and it uses graph spline approximation to improve accuracy. We illustrate our approach on classes of large sparse matrices.
ISSN:2331-8422