Given a high-dimensional symmetric postive-definite matrix with only the main diagonal and several other diagonal (say, 1st, 5th and 100th) above and below the main diagonal to be non-zero and all other elements in the matrix are zero, is there an efficient way to compute the inverse of this type of matrix? It seems matlab can compute the inverse very fast.
2026-04-24 03:46:43.1777002403
computing the inverse of a special sparse matrix
2.3k Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in LINEAR-ALGEBRA
- An underdetermined system derived for rotated coordinate system
- How to prove the following equality with matrix norm?
- Alternate basis for a subspace of $\mathcal P_3(\mathbb R)$?
- Why the derivative of $T(\gamma(s))$ is $T$ if this composition is not a linear transformation?
- Why is necessary ask $F$ to be infinite in order to obtain: $ f(v)=0$ for all $ f\in V^* \implies v=0 $
- I don't understand this $\left(\left[T\right]^B_C\right)^{-1}=\left[T^{-1}\right]^C_B$
- Summation in subsets
- $C=AB-BA$. If $CA=AC$, then $C$ is not invertible.
- Basis of span in $R^4$
- Prove if A is regular skew symmetric, I+A is regular (with obstacles)
Related Questions in MATRICES
- How to prove the following equality with matrix norm?
- I don't understand this $\left(\left[T\right]^B_C\right)^{-1}=\left[T^{-1}\right]^C_B$
- Powers of a simple matrix and Catalan numbers
- Gradient of Cost Function To Find Matrix Factorization
- Particular commutator matrix is strictly lower triangular, or at least annihilates last base vector
- Inverse of a triangular-by-block $3 \times 3$ matrix
- Form square matrix out of a non square matrix to calculate determinant
- Extending a linear action to monomials of higher degree
- Eiegenspectrum on subtracting a diagonal matrix
- For a $G$ a finite subgroup of $\mathbb{GL}_2(\mathbb{R})$ of rank $3$, show that $f^2 = \textrm{Id}$ for all $f \in G$
Related Questions in INVERSE
- Inverse of a triangular-by-block $3 \times 3$ matrix
- Proving whether a matrix is invertible
- Proof verification : Assume $A$ is a $n×m$ matrix, and $B$ is $m×n$. Prove that $AB$, an $n×n$ matrix is not invertible, if $n>m$.
- Help with proof or counterexample: $A^3=0 \implies I_n+A$ is invertible
- Show that if $a_1,\ldots,a_n$ are elements of a group then $(a_1\cdots a_n)^{-1} =a_n^{-1} \cdots a_1^{-1}$
- Simplifying $\tan^{-1} {\cot(\frac{-1}4)}$
- Invertible matrix and inverse matrix
- show $f(x)=f^{-1}(x)=x-\ln(e^x-1)$
- Inverse matrix for $M_{kn}=\frac{i^{(k-n)}}{2^n}\sum_{j=0}^{n} (-1)^j \binom{n}{j}(n-2j)^k$
- What is the determinant modulo 2?
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
First high-dimensional means a large matrix (but still two dimensional), right? Like an m-by-m matrix instead of an m-by-m-by-m tensor? There are three ways I can think of on top of my head.
For tridiagonal matrices Thomas' Algorithm is good. But in this case we have a perturbed tridiagonal matrix so we can use Thomas plus Sherman-Morrison Formula.
For sparse matrices, Givens Rotation kicks ass.
For positive definite, Cholesky Decomposition is the algorithm of choice.
These can be used to (like Gaussian elimination) to factor the matrix in question into triangular matrices which can then be easily inverted. No doubt there are others or even hybrid methods not listed here. I am sure MATLAB has some criteria (for example the sparsity percentage) to decide which algorithm would work the fastest and then goes ahead and applies it.