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Re: matrix inversion


From: David Bateman
Subject: Re: matrix inversion
Date: Wed, 22 Nov 2006 12:45:00 +0100
User-agent: Thunderbird 1.5.0.7 (X11/20060921)

Gorazd Brumen wrote:
> Hello,
>
> I have a square matrix that is composed of N^2 block matrices, where
> every block matrix is relatively large t x t diagonal matrix (both
> N and t large), i.e.
>
> A = [ A_{11}, A_{12} , ... A_{1N}; A_{21} ... A_{2N} ...],
> where every A_{ij} is a diagonal matrix of size txt.
>
> My question is the following: How many operations would
> spinv need to do this inversion?
>
>
> Thanks and regards,
> Gorazd
>
>   
What does dmperm on this matrix return? I suspect from the above that it
a block-triangular factorization might be appropriate in this case as a
means of accelerating the inversion. If this is the case, then blocks
returned by dmperm can be used to sub-section the matrix, and these
sub-blocks might be inverted separately and used to reconstructed the
full inverted matrix.

D.

-- 
David Bateman                                address@hidden
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