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HSSMatrix HSSMatrix log determinant #96
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This gives you access to the ULV factors for an HSSMatrixMPI: 94f8f3a I'll need to think about how to compute the determinant. |
@pghysels . In my specific application the matrix is a covariance matrix, so A = A^T. This should simplify the determinant calculation, as that only depends on the determinants of the leaves and the symmetric matrices formed by X X^T of the off-diagonals at each node. I have not understood the algorithm not implementation enough to figure out how to do that from the factorization though. The XIa reference works as an example a positive definite matrix, so the solution does seem to come from getting the diagonals of L_ii and recursively getting the determinant of the script(U) term in Eq. 3.12. I am working with very large matrices, for which there is currently no |
I would like the log determinant of an HSSMatrix / HSSMatrixMPI.
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