Randomized estimation of spectral densities of large matrices made accurate (Q527821): Difference between revisions

The author demonstrates that the accuracy for estimating the regularized DOS can be sigficantly improved by making use of the correlated information obtained among different random vectors. His numerical results indicate that the spectrum sweeping method can significantly outperform Hutchinson type methods in terms of accuracy, as the number of random vectors becomes large.

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reviewed by

Constantin Popa

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zbMATH Keywords

Hermitian matrix

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randomized method

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spectral density

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low rank decomposition

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memory cost

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computational cost

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describes a project that uses

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The kernel polynomial method

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Matrix pseudo-spectroscopy: Iterative calculation of matrix eigenvalues and eigenvectors of large matrices using a polynomial expansion of the Dirac delta function

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A fast algorithm for particle simulations

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A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices

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A Fast Butterfly Algorithm for the Computation of Fourier Integral Operators

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A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines

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Approximating Spectral Densities of Large Matrices

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Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix

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Q3868672

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A projection method for generalized eigenvalue problems using numerical integration.

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A spectrum slicing method for the Kohn-Sham problem

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A Filtered Lanczos Procedure for Extreme and Interior Eigenvalue Problems

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Is Gauss Quadrature Better than Clenshaw–Curtis?

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Q4917542

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Randomized algorithms for the low-rank approximation of matrices

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A fast randomized algorithm for the approximation of matrices

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Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

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The university of Florida sparse matrix collection

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Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method

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Identifiers

zbMATH Open document ID

1364.15007

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Mathematics Subject Classification ID

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10.1007/S00211-016-0837-7

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Sitelinks

Mathematics(1 entry)

mardi Publication:527821

@@ Property / DOI @@
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-Lin Lin
@@ Property / author: Lin Lin / rank @@
-Normal rank
@@ Property / author @@
+Lin Lin
@@ Property / author: Lin Lin / rank @@
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@@ Property / review text @@
+The author demonstrates that the accuracy for estimating the regularized DOS can be sigficantly improved by making use of the correlated information obtained among different random vectors. His numerical results indicate that the spectrum sweeping method can significantly outperform Hutchinson type methods in terms of accuracy, as the number of random vectors becomes large.
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@@ Property / reviewed by @@
+Constantin Popa
@@ Property / reviewed by: Constantin Popa / rank @@
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+Hermitian matrix
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+Normal rank
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+randomized method
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+Normal rank
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+spectral density
@@ Property / zbMATH Keywords: spectral density / rank @@
+Normal rank
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+low rank decomposition
@@ Property / zbMATH Keywords: low rank decomposition / rank @@
+Normal rank
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+memory cost
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+Normal rank
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+computational cost
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+The kernel polynomial method
@@ Property / cites work: The kernel polynomial method / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix pseudo-spectroscopy: Iterative calculation of matrix eigenvalues and eigenvectors of large matrices using a polynomial expansion of the Dirac delta function
+Normal rank
@@ Property / cites work @@
+A fast algorithm for particle simulations
@@ Property / cites work: A fast algorithm for particle simulations / rank @@
+Normal rank
@@ Property / cites work @@
+A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
+Normal rank
@@ Property / cites work @@
+A Fast Butterfly Algorithm for the Computation of Fourier Integral Operators
+Normal rank
@@ Property / cites work @@
+A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
+Normal rank
@@ Property / cites work @@
+Approximating Spectral Densities of Large Matrices
+Normal rank
@@ Property / cites work @@
+Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
+Normal rank
@@ Property / cites work @@
+Q3868672
@@ Property / cites work: Q3868672 / rank @@
+Normal rank
@@ Property / cites work @@
+A projection method for generalized eigenvalue problems using numerical integration.
+Normal rank
@@ Property / cites work @@
+A spectrum slicing method for the Kohn-Sham problem
+Normal rank
@@ Property / cites work @@
+A Filtered Lanczos Procedure for Extreme and Interior Eigenvalue Problems
+Normal rank
@@ Property / cites work @@
+Is Gauss Quadrature Better than Clenshaw–Curtis?
+Normal rank
@@ Property / cites work @@
+Q4917542
@@ Property / cites work: Q4917542 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized algorithms for the low-rank approximation of matrices
+Normal rank
@@ Property / cites work @@
+A fast randomized algorithm for the approximation of matrices
+Normal rank
@@ Property / cites work @@
+Finding structure with randomness: Probabilistic algorithms for   constructing approximate matrix decompositions
+Normal rank
@@ Property / cites work @@
+The university of Florida sparse matrix collection
+Normal rank
@@ Property / cites work @@
+Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method
+Normal rank
@@ Property / DOI @@
+.1007/S00211-016-0837-7
@@ Property / DOI: 10.1007/S00211-016-0837-7 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:527821