MATLAB gotcha inverting a (sparse) diagonal matrix

Just got burned by a silly Matlab gotcha. Suppose you have a diagonal matrix D and you want to compute the inverse square root matrix:

Disqrt = diag(1./sqrt(diag(D))

But this will be dense!

Instead use

Disqrt = diag(sqrt(diag(D).^-1)

Or maybe

Disqrt = diag(diag(D).^-0.5)

Not sure if there’s an accuracy difference (hopefully not).

Tags:

Leave a Reply