Estimates of the trace of the inverse of a symmetric matrix using the modified Chebyshev algorithm

In this paper we study how to compute an estimate of the trace of the inverse of a symmetric matrix by using Gauss quadrature and the modified Chebyshev algorithm. As auxiliary polynomials we use the shifted Chebyshev polynomials. Since this can be too costly in computer storage for large matrices w...

Celý popis

Uložené v:
Podrobná bibliografia
Vydané v:Numerical algorithms Ročník 51; číslo 3; s. 309 - 318
Hlavný autor: Meurant, Gérard
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Boston Springer US 01.07.2009
Springer Nature B.V
Predmet:
Algebra
Algorithms
Chebyshev approximation
Computer Science
Computer simulation
Estimates
Inverse
Mathematical analysis
Matrices (mathematics)
Numeric Computing
Numerical Analysis
Original Paper
Polynomials
Quadratures
Symmetry
Theory of Computation
Trace
Inverse
Chebyshev algorithm
ISSN:1017-1398, 1572-9265
On-line prístup:Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Popis
Shrnutí:In this paper we study how to compute an estimate of the trace of the inverse of a symmetric matrix by using Gauss quadrature and the modified Chebyshev algorithm. As auxiliary polynomials we use the shifted Chebyshev polynomials. Since this can be too costly in computer storage for large matrices we also propose to compute the modified moments with a stochastic approach due to Hutchinson (Commun Stat Simul 18:1059–1076, 1989 ).
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
content type line 23
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-008-9246-z