The Mathematical Institute, University of Oxford, Eprints Archive

Sparse approximate inverses and target matrices

Holland, Ruth M. and Wathen, A. J. and Shaw, Gareth (2003) Sparse approximate inverses and target matrices. Technical Report. Unspecified. (Submitted)

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Abstract

If P has a prescribed sparsity and minimizes the Frobenius norm ||I-PA||F it is called a sparse approximate inverse of A. It is well known that the computation of such a matrix P is via the solution of independent linear least squares problems for the rows separately (and therefore in parallel). In this paper we consider the choice of other norms, and introduce the idea of `target' matrices. A target matrix, T, is readily inverted and thus forms part of a preconditioner when ||T-PA|| is minimized over some appropriate sparse matrices P. The use of alternatives to the Frobenius norm which maintain parallelizability whilst discussed in early literature does not appear to have been exploited.

This work was supported by the Engineering and Physical Sciences Research council and NAG Ltd.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1199
Deposited By:Lotti Ekert
Deposited On:18 May 2011 08:11
Last Modified:18 May 2011 08:11

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