Extending Hierarchical Probing for Computing the Trace of Matrix Inverses

DOI10.1137/18M1176427MaRDI QIDQ5112562zbMATH OpenOpenAlexFDO

Authors Jesse Laeuchli, Andreas Stathopoulos

Publication date 29 May 2020

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/18m1176427

zbMATH Keywords

lattice QCDprobingsparse matrixtrace of the inverse

Mathematics Subject Classification ID

Combinatorial aspects of matrices (incidence, Hadamard, etc.) (05B20) Coloring of graphs and hypergraphs (05C15) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Determinants, permanents, traces, other special matrix functions (15A15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Strong interaction, including quantum chromodynamics (81V05)

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Cites work

• A probing method for computing the diagonal of a matrix inverse.
• A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
• An estimator for the diagonal of a matrix
• Data analysis tools for uncertainty quantification of inverse problems
• Decay properties of spectral projectors with applications to electronic structure
• Hierarchical probing for estimating the trace of the matrix inverse on toroidal lattices
• scientific article; zbMATH DE number 1178976 (Why is no real title available?)
• Monte Carlo methods for estimating linear combinations of inverse matrix entries in lattice QCD
• Optimal Estimation of Jacobian and Hessian Matrices That Arise in Finite Difference Calculations
• Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
• Some large-scale matrix computation problems
• The Search for Hadamard Matrices
• What Color Is Your Jacobian? Graph Coloring for Computing Derivatives

Cited in

(7)

• Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
• Hierarchical probing for estimating the trace of the matrix inverse on toroidal lattices
• Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions
• A probing method for computing the diagonal of a matrix inverse.
• A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
• Probing for the Trace Estimation of a Permuted Matrix Inverse Corresponding to a Lattice Displacement
• Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices

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