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Approximating the inverse of a symmetric matrix with non-negative elements

Yang Yaning
Abstract

For an n×nn\times n symmetric positive definite matrix T=(ti,j)T=(t_{i,j}) with positive elements satisfying ti,ijiti,jt_{i,i}\ge \sum_{j\neq i} t_{i,j} and certain bounding conditions, we propose to use the matrix S=(si,j)S=(s_{i,j}) to approximate its inverse, where si,j=δi,j/ti,i1/t..s_{i,j}=\delta_{i,j}/t_{i,i}-1/t_{..}, δi,j\delta_{i,j} is the Kronecker delta function, and t..=i,j=1n(1δi,j)ti,jt_{..}=\sum_{i,j=1}^{n}(1-\delta_{i,j}) t_{i,j}. An explicit bound on the approximation error is obtained, showing that the inverse is well approximated to order 1/(n1)21/(n-1)^2 uniformly. The results are further extended to allow some off-diagonal elements of TT to be zeros.

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