Fast and accurate log-determinant approximations
<|reference_start|>Fast and accurate log-determinant approximations: We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be implemented to be adaptive, and it uses graph spline approximation to improve accuracy. We illustrate our approach on classes of large sparse matrices.<|reference_end|>
@article{deen2024fast,
    title={Fast and accurate log-determinant approximations},
    author={Owen Deen, Colton River Waller, John Paul Ward},
    journal={arXiv preprint arXiv:2403.14609},
    year={2024},
    archivePrefix={arXiv},
    eprint={2403.14609},
    primaryClass={math.NA cs.NA}
}