Timeline for Fast trace of inverse of a square matrix
Current License: CC BY-SA 2.5
5 events
| when toggle format | what | by | license | comment | |
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| Nov 20, 2010 at 10:52 | comment | added | J. M. isn't a mathematician | @César: it might prove profitable to attempt a Cholesky decomposition first on your matrix to check if it is indeed positive definite, as it is cheaper to perform than the reduction to tridiagonal form. | |
| Nov 19, 2010 at 17:56 | vote | accept | César | ||
| Nov 19, 2010 at 17:56 | comment | added | César | Thanks, I cannot guarantee the matrix will be positive definite, but since I will probably be able to cache the matrix in a tridiagonal form prior to many calculations, this will probably speed up things considerably. | |
| Nov 19, 2010 at 12:36 | comment | added | J. M. isn't a mathematician | For the unsymmetric case, I am not sure, and you might want to investigate my suggestion to use QR. | |
| Nov 19, 2010 at 12:35 | history | answered | J. M. isn't a mathematician | CC BY-SA 2.5 |