Randomized estimation of spectral densities of large matrices made accurate (Q527821): Difference between revisions
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Revision as of 08:18, 28 February 2024
scientific article
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| English | Randomized estimation of spectral densities of large matrices made accurate |
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Randomized estimation of spectral densities of large matrices made accurate (English)
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12 May 2017
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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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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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