A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (Q2404966): Difference between revisions

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Property / DOI: 10.1016/j.laa.2017.07.004 / rank
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Property / describes a project that uses: SparseMatrix / rank
 
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Property / OpenAlex ID: W2963586518 / rank
 
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Property / arXiv ID: 1503.00374 / rank
 
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Latest revision as of 11:01, 18 December 2024

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A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
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    A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (English)
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    21 September 2017
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    logdeterminant approximation
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    SPD matrix
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    randomized algorithm
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    power method
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    trace estimation
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