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Evaluating functions of positive-definite matrices using colored noise thermostats

Abstract:

Many applications in computational science require computing the elements of a function of a large matrix. A commonly used approach is based on the the evaluation of the eigenvalue decomposition, a task that, in general, involves a computing time that scales with the cube of the size of the matrix. We present here a method that can be used to evaluate the elements of a function of a positive-definite matrix with a scaling that is linear for sparse matrices and quadratic in the general case. T...

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Publisher copy:
10.1103/PhysRevE.89.023302

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Chemistry
Sub department:
Physical & Theoretical Chem
Role:
Author
Publisher:
American Physical Society
Journal:
Phys. Rev. E More from this journal
Volume:
89
Issue:
2
Pages:
023302
Publication date:
2014-02-10
DOI:
EISSN:
1550-2376
ISSN:
1539-3755
Language:
English
Keywords:
Pubs id:
pubs:448559
UUID:
uuid:d2516fdf-5f60-47f0-a7af-f211f50602f0
Local pid:
pubs:448559
Source identifiers:
448559
Deposit date:
2014-02-14

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