Extending Hierarchical Probing for Computing the Trace of Matrix Inverses

DOI10.1137/18M1176427zbMath1442.65057OpenAlexW3023244814MaRDI QIDQ5112562

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

sparse matrixlattice QCDprobingtrace of the inverse

Mathematics Subject Classification ID

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

Related Items (3)

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 Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions

Cites Work

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• An estimator for the diagonal of a matrix
• Some large-scale matrix computation problems
• Hierarchical Probing for Estimating the Trace of the Matrix Inverse on Toroidal Lattices
• Data analysis tools for uncertainty quantification of inverse problems
• Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
• Optimal Estimation of Jacobian and Hessian Matrices That Arise in Finite Difference Calculations
• The Search for Hadamard Matrices
• Decay Properties of Spectral Projectors with Applications to Electronic Structure
• A probing method for computing the diagonal of a matrix inverse
• What Color Is Your Jacobian? Graph Coloring for Computing Derivatives
• A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines

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