A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (Q2404966): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1503.00374 / rank | |||
Normal rank | |||
Revision as of 05:34, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix |
scientific article |
Statements
A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix (English)
0 references
21 September 2017
0 references
logdeterminant approximation
0 references
SPD matrix
0 references
randomized algorithm
0 references
power method
0 references
trace estimation
0 references
