Estimates of the trace of the inverse of a symmetric matrix using the modified Chebyshev algorithm |
| |
Authors: | Gérard Meurant |
| |
Affiliation: | (1) 30, rue du Sergent Bauchat, 75012 Paris, France |
| |
Abstract: | 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). In memory of Gene H. Golub. |
| |
Keywords: | Trace Inverse Chebyshev algorithm |
本文献已被 SpringerLink 等数据库收录! |