Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (Q4588935): Difference between revisions

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Latest revision as of 08:58, 30 July 2024

scientific article; zbMATH DE number 6803113
Language Label Description Also known as
English
Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature
scientific article; zbMATH DE number 6803113

    Statements

    Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (English)
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    6 November 2017
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    trace estimation
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    Lanczos algorithm
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    log-determinants
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    fast approximate algorithms
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    Schatten norms
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    Gaussian processes
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