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I came into this game for the action, the excitement. Go anywhere. Travel light. Get in. Get out. Wherever there's trouble, a man alone.


Nov
17
comment Coordinates of point that is on the end of perpendicular line
This question appears to be off-topic because it is about someone's geometry homework.
Nov
28
awarded  Supporter
Sep
15
comment Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
@Gottried Helms: thank you and apologies for my initial comment yesterday. I manage to not only make a mental mistake in the answer I wrote, but also a programming mistake which convinced me I was right when I was in error.
Sep
14
comment Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
Not quite. The incomplete factorization also gives $R_{10}$, but $R_{11}$ is also required to solve for $B_{00}$. That implies the full factorization is necessary.
Sep
14
revised Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
added 28 characters in body
Sep
14
revised Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
Added a corrected solution
Sep
14
comment Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
@Jonas Heidelberg: I am terribly sorry, but I think I may have given you an incorrect solution to your problem. I hope it didn't waster too much of your time.
Sep
14
revised Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
Original solution probably incorrect.
Sep
14
revised Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
Tidied up the last section a little bit.
Sep
14
awarded  Editor
Sep
14
revised Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?
Added more detail to the explanation.
Sep
14
awarded  Teacher
Sep
14
answered Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?