The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: finding specific elements of inverse matrix
Replies: 2   Last Post: Nov 13, 2012 3:17 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 54
Registered: 5/19/10
finding specific elements of inverse matrix
Posted: Nov 13, 2012 2:18 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

I have a large sparse (symmetric positive definite) NxN matrix A, I would like to compute a few select elements of inv(A) without computing the full inverse.

Obviously we can compute the ith column of inv(A) with the backslash operator which is a much better solution than forming inv(A) explicitly:
ei = zeros(N,1);
e(i) = 1;
ans = A \ e;

I can extract the jth element of that to get inv(A)(j,i)

My question is this: can I extract element (i,j) of the inverse without needing to compute the full column i?

In matrix notation, I am trying to compute this rapidly:
ej' * inv(A) * ei
(where ej = zeros(N,1); ej(j) = 1;)

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.