On the estimation of ${x}^TA^{-1}{x}$ for symmetric matrices
Keyword(s):
The central mathematical problem studied in this work is the estimation of the quadratic form $x^TA^{-1}x$ for a given symmetric positive definite matrix $A \in \mathbb{R}^{n \times n}$ and vector $x \in \mathbb{R}^n$. Several methods to estimate $x^TA^{-1}x$ without computing the matrix inverse are proposed. The precision of the estimates is analyzed both analytically and numerically.
1998 ◽
Vol 26
(4)
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pp. 483-496
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1998 ◽
Vol 280
(2-3)
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pp. 199-216
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2006 ◽
Vol 176
(1)
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pp. 150-165
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1998 ◽
Vol 5
(6)
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pp. 483-509
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A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
2017 ◽
Vol 533
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pp. 95-117
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1998 ◽
Vol 281
(1-3)
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pp. 97-103
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