A probing method for computing the diagonal of a matrix inverse.
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Publication:4922262
DOI10.1002/NLA.779zbMATH Open1274.65132OpenAlexW2043310665MaRDI QIDQ4922262FDOQ4922262
Authors: J. M. Tang, Y. Saad 
Publication date: 29 May 2013
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.779
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Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Computational methods for sparse matrices (65F50) Theory of matrix inversion and generalized inverses (15A09) Iterative numerical methods for linear systems (65F10) Coloring of graphs and hypergraphs (05C15)
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Cited In (39)
- The e-MoM approach for approximating matrix functionals
- Efficient Covariance Approximations for Large Sparse Precision Matrices
- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- Mitigating the influence of the boundary on PDE-based covariance operators
- A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
- Domain-Decomposition-Type Methods for Computing the Diagonal of a Matrix Inverse
- Multigrid deflation for lattice QCD
- Fast estimates for the diagonal of the inverse of large scale matrices appearing in applications
- Fast computation of spectral densities for generalized eigenvalue problems
- Parallel computation of entries of \({A}^{-1}\)
- Title not available (Why is that?)
- Estimation of the bilinear form \(y^\ast f(A)x\) for Hermitian matrices
- Randomized matrix-free trace and log-determinant estimators
- Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix
- Probing for the Trace Estimation of a Permuted Matrix Inverse Corresponding to a Lattice Displacement
- Extending Hierarchical Probing for Computing the Trace of Matrix Inverses
- Skyrmion crystals in the triangular Kondo lattice model
- GCV for Tikhonov regularization by partial SVD
- Finding off-diagonal entries of the inverse of a large symmetric sparse matrix
- Variance reduction with practical all-to-all lattice propagators
- Alternating minimization algorithm with automatic relevance determination for transmission tomography under Poisson noise
- Estimation of the Robin coefficient field in a Poisson problem with uncertain conductivity field
- Efficient estimation of eigenvalue counts in an interval.
- Parameter estimation in high dimensional Gaussian distributions
- Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
- GCV for Tikhonov regularization via global Golub-Kahan decomposition.
- Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions
- Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD
- Large-scale sparse inverse covariance matrix estimation
- Bounding matrix functionals via partial global block Lanczos decomposition
- Fast sparse selected inversion
- Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices
- A fast convergent iterative solver for approximate inverse of matrices
- Kernel polynomial method for linear spin wave theory
- Moments of a linear operator, with applications to the trace of the inverse of matrices and the solution of equations.
- Portrait of the inverse of a sparse matrix
- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
- Divide-and-conquer methods for functions of matrices with banded or hierarchical low-rank structure
- An Uncertainty-Weighted Asynchronous ADMM Method for Parallel PDE Parameter Estimation
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